+695.1%
WDC vs PLUG
-2.2%
+697.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.1% | +8.4% |
| 7D | -3.2% | -6.8% | +3.6% | -2.3% |
| 30D | -19.0% | -16.0% | -3.0% | -17.0% |
| 3M | -28.4% | -38.7% | +10.3% | -23.7% |
| 6M | -39.2% | -61.4% | +22.1% | -31.5% |
| YTD | +82.1% | -31.0% | +113.0% | +89.3% |
| 1Y | +84.7% | -46.2% | +130.9% | +96.8% |
| 3Y | +825.6% | -61.5% | +887.1% | +803.4% |
| 5Y | +608.2% | -96.9% | +705.0% | +794.1% |
| 10Y | +695.1% | -7.5% | +702.6% | +558.3% |
| All | +695.1% | -2.2% | +697.3% | +558.3% |
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