+123.9%
WDAY vs PLUG
+25.0%
+98.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -1.7% |
| 7D | -4.0% | +14.5% | -18.5% | -5.4% |
| 30D | +1.9% | -10.7% | +12.7% | +2.9% |
| 3M | +5.9% | -31.2% | +37.1% | +9.4% |
| 6M | +48.8% | -51.9% | +100.7% | +57.4% |
| YTD | -11.4% | -23.9% | +12.4% | -12.3% |
| 1Y | -15.5% | -43.4% | +27.9% | -14.0% |
| 3Y | -15.6% | -74.7% | +59.1% | -17.9% |
| 5Y | -35.2% | -96.3% | +61.1% | -22.5% |
| 10Y | +123.9% | +20.0% | +103.9% | +80.9% |
| All | +123.9% | +25.0% | +98.9% | +80.9% |
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