+4.7%
WBD vs PLUG
+160.0%
-155.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -1.6% | +17.7% | -19.3% | -4.0% |
| 3M | -0.9% | +50.0% | -50.9% | -7.1% |
| 6M | +19.6% | +17.7% | +1.8% | +14.1% |
| YTD | -5.9% | +58.4% | -64.3% | -13.1% |
| 1Y | +200.9% | +267.1% | -66.2% | +132.5% |
| 3Y | +101.4% | -66.4% | +167.8% | +92.9% |
| 5Y | -27.8% | -86.5% | +58.6% | -25.5% |
| All | +4.7% | +160.0% | -155.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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