+583.6%
WDC vs PLUG
+6.6%
+577.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.8% | -2.4% |
| 7D | -28.0% | +5.8% | -33.8% | -28.4% |
| 30D | -34.9% | -18.5% | -16.4% | -33.1% |
| 3M | -41.6% | -30.0% | -11.6% | -38.8% |
| 6M | -45.4% | -56.2% | +10.8% | -39.4% |
| YTD | +53.3% | -26.4% | +79.7% | +58.1% |
| 1Y | +61.5% | -42.2% | +103.8% | +70.5% |
| 3Y | +712.3% | -76.8% | +789.2% | +735.1% |
| 5Y | +524.2% | -96.2% | +620.4% | +670.5% |
| All | +583.6% | +6.6% | +577.0% | +458.2% |
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 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