+170.3%
WBD vs PLUG
-71.8%
+242.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -43.1% | +56.8% | +16.6% |
| 7D | +13.7% | -43.1% | +56.8% | +16.6% |
| 30D | +13.7% | -43.1% | +56.8% | +16.6% |
| 3M | +13.7% | -43.1% | +56.8% | +16.6% |
| 6M | +13.3% | -21.6% | +34.9% | +12.3% |
| YTD | +7.4% | -4.1% | +11.5% | +3.2% |
| 1Y | +63.0% | -50.4% | +113.4% | +66.4% |
| All | +170.3% | -71.8% | +242.1% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling