+10.8%
WBD vs PLUG
+56.9%
-46.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.0% |
| 7D | -0.7% | +8.1% | -8.8% | -1.7% |
| 30D | +5.0% | +3.7% | +1.3% | +4.4% |
| 3M | +6.2% | -29.2% | +35.4% | +10.2% |
| 6M | +0.6% | +6.1% | -5.5% | -2.1% |
| YTD | -2.4% | +14.7% | -17.1% | -7.4% |
| 1Y | +127.7% | +56.9% | +70.7% | +100.3% |
| 3Y | +148.4% | -71.6% | +220.0% | +142.1% |
| 5Y | +4.2% | -91.0% | +95.3% | +12.3% |
| 10Y | +10.8% | +55.9% | -45.1% | -12.1% |
| All | +10.8% | +56.9% | -46.1% | -12.1% |
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