+567.0%
WDC vs PLUG
-97.5%
+664.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -10.5% | +5.5% | -3.4% |
| 7D | +12.1% | -23.4% | +35.5% | +16.5% |
| 30D | -18.8% | -23.4% | +4.6% | -15.5% |
| 3M | -39.3% | -51.7% | +12.4% | -32.7% |
| 6M | -40.1% | -72.0% | +31.8% | -28.7% |
| YTD | +71.8% | -43.7% | +115.5% | +85.3% |
| 1Y | +88.5% | -55.4% | +143.9% | +108.2% |
| 3Y | +770.0% | -68.0% | +838.0% | +773.8% |
| All | +567.0% | -97.5% | +664.5% | +898.0% |
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