+471.8%
WELL vs PLUG
+9.2%
+462.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.0% | +9.1% | +0.6% |
| 7D | +2.7% | -3.2% | +5.9% | +2.8% |
| 30D | +9.8% | -18.7% | +28.6% | +10.9% |
| 3M | +5.8% | -35.3% | +41.1% | +7.9% |
| 6M | +16.2% | -56.2% | +72.5% | +20.5% |
| YTD | +34.9% | -30.7% | +65.6% | +34.9% |
| 1Y | +31.0% | -46.7% | +77.7% | +32.7% |
| 3Y | +205.4% | -61.3% | +266.7% | +193.2% |
| 5Y | +220.8% | -96.6% | +317.5% | +260.3% |
| 10Y | +471.8% | +1.1% | +470.7% | +339.7% |
| All | +471.8% | +9.2% | +462.6% | +339.7% |
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