-18.2%
PLUG vs WWD
+442.7%
-460.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.0% | -7.2% | -8.1% |
| 7D | -8.5% | +8.2% | -16.7% | -12.2% |
| 30D | -20.8% | -0.2% | -20.7% | -20.8% |
| 3M | -46.1% | -8.4% | -37.7% | -43.6% |
| 6M | -65.3% | -9.5% | -55.8% | -64.2% |
| YTD | -37.3% | +10.1% | -47.4% | -43.1% |
| 1Y | -54.8% | +21.6% | -76.3% | -61.6% |
| 3Y | -65.0% | +149.6% | -214.6% | -81.2% |
| 5Y | -97.1% | +191.3% | -288.4% | -98.6% |
| All | -18.2% | +442.7% | -460.9% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling