+142.9%
WFC vs PLUG
+6.6%
+136.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -1.0% |
| 7D | +1.2% | +5.8% | -4.6% | +0.7% |
| 30D | +5.2% | -18.5% | +23.7% | +6.7% |
| 3M | -3.0% | -30.0% | +26.9% | -0.7% |
| 6M | +6.2% | -56.2% | +62.4% | +11.9% |
| YTD | -7.9% | -26.4% | +18.5% | -7.9% |
| 1Y | +0.3% | -42.2% | +42.5% | +1.9% |
| 3Y | +117.7% | -76.8% | +194.6% | +117.0% |
| 5Y | +88.4% | -96.2% | +184.6% | +113.1% |
| All | +142.9% | +6.6% | +136.3% | +98.2% |
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