+1.0%
WBD vs PLUG
-91.8%
+92.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.8% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | +8.8% | +3.3% | +5.4% | +8.1% |
| 3M | +4.6% | -39.7% | +44.4% | +11.9% |
| 6M | +1.1% | -12.5% | +13.6% | +0.5% |
| YTD | -2.0% | +10.2% | -12.1% | -7.6% |
| 1Y | +140.0% | +50.7% | +89.3% | +103.7% |
| 3Y | +144.4% | -74.5% | +218.9% | +150.2% |
| All | +1.0% | -91.8% | +92.8% | +17.1% |
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 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