+17.8%
WBD vs PLUG
-95.3%
+113.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -43.1% | +56.8% | +19.4% |
| 7D | +13.7% | -43.1% | +56.8% | +19.4% |
| 30D | +13.7% | -43.1% | +56.8% | +19.4% |
| 3M | +13.7% | -43.1% | +56.8% | +19.4% |
| 6M | +13.3% | -21.6% | +34.9% | +12.5% |
| YTD | +7.4% | -4.1% | +11.5% | +1.2% |
| 1Y | +63.0% | -50.4% | +113.4% | +68.8% |
| 3Y | +206.7% | -70.5% | +277.2% | +192.1% |
| All | +17.8% | -95.3% | +113.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling