+292.6%
WDAY vs PLUG
+54.0%
+238.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -5.3% | -7.2% | +1.9% | -4.9% |
| 30D | +1.5% | -16.4% | +17.9% | +2.7% |
| 3M | +5.5% | -39.0% | +44.4% | +9.0% |
| 6M | +57.4% | -61.5% | +118.9% | +67.1% |
| YTD | -11.0% | -31.2% | +20.2% | -10.8% |
| 1Y | -15.8% | -46.4% | +30.7% | -14.2% |
| 3Y | -16.9% | -61.6% | +44.7% | -20.5% |
| 5Y | -35.3% | -96.9% | +61.6% | -27.2% |
| 10Y | +131.0% | -7.8% | +138.9% | +102.5% |
| All | +292.6% | +54.0% | +238.6% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling