+112.4%
WFC vs PLUG
-25.0%
+137.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.5% | +10.8% | +1.1% |
| 7D | +2.5% | -23.4% | +26.0% | +4.4% |
| 30D | +7.0% | -23.4% | +30.4% | +8.9% |
| 3M | -1.8% | -51.7% | +50.0% | +3.3% |
| 6M | +18.4% | -72.0% | +90.4% | +28.9% |
| YTD | -5.6% | -43.7% | +38.1% | -3.8% |
| 1Y | +3.9% | -55.4% | +59.3% | +7.5% |
| 3Y | +126.3% | -68.0% | +194.3% | +119.4% |
| 5Y | +91.1% | -97.4% | +188.5% | +122.5% |
| All | +112.4% | -25.0% | +137.4% | +86.2% |
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