-99.1%
PLUG vs WWD
+9,340.5%
-9,439.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.4% | +4.0% | +5.7% |
| 7D | +5.8% | +4.2% | +1.7% | +3.7% |
| 30D | -18.5% | -2.1% | -16.4% | -17.7% |
| 3M | -30.0% | -13.2% | -16.8% | -24.9% |
| 6M | -56.2% | -16.9% | -39.3% | -52.8% |
| YTD | -26.4% | +5.2% | -31.6% | -30.8% |
| 1Y | -42.2% | +20.6% | -62.8% | -49.8% |
| 3Y | -76.8% | +146.3% | -223.2% | -86.5% |
| 5Y | -96.2% | +171.3% | -267.6% | -97.9% |
| 10Y | +2.1% | +471.3% | -469.2% | -63.2% |
| All | -99.1% | +9,340.5% | -9,439.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling