+90.5%
WFC vs PLUG
-97.2%
+187.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.1% | +0.5% |
| 7D | +1.7% | -8.5% | +10.3% | +2.2% |
| 30D | +6.8% | -20.8% | +27.7% | +8.2% |
| 3M | -3.0% | -46.1% | +43.1% | +0.5% |
| 6M | +15.4% | -65.3% | +80.7% | +22.3% |
| YTD | -5.9% | -37.3% | +31.4% | -5.2% |
| 1Y | +1.7% | -54.8% | +56.4% | +4.5% |
| 3Y | +124.9% | -65.0% | +189.9% | +116.8% |
| 5Y | +90.5% | -97.1% | +187.6% | +137.1% |
| All | +90.5% | -97.2% | +187.6% | +137.1% |
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