-60.8%
PLUG vs WWD
+154.7%
-215.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.2% |
| 7D | -6.8% | +3.7% | -10.6% | -8.1% |
| 30D | -16.0% | +1.8% | -17.9% | -16.7% |
| 3M | -38.7% | -5.0% | -33.8% | -37.7% |
| 6M | -61.4% | -8.4% | -53.0% | -60.7% |
| YTD | -31.0% | +12.3% | -43.2% | -37.2% |
| 1Y | -46.2% | +26.2% | -72.5% | -54.2% |
| All | -60.8% | +154.7% | -215.5% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling