+209.9%
WELL vs PLUG
-75.5%
+285.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.5% | +1.0% |
| 7D | +3.5% | +14.5% | -11.0% | +3.6% |
| 30D | +9.7% | -10.7% | +20.4% | +9.6% |
| 3M | +4.8% | -31.2% | +36.0% | +4.5% |
| 6M | +16.1% | -51.9% | +68.0% | +15.4% |
| YTD | +34.7% | -23.9% | +58.6% | +34.3% |
| 1Y | +31.9% | -43.4% | +75.3% | +31.4% |
| 3Y | +209.9% | -74.7% | +284.6% | +211.2% |
| All | +209.9% | -75.5% | +285.4% | +211.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling