+129.3%
WFC vs PLUG
-91.8%
+221.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.7% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | +1.5% | +3.3% | -1.9% | +1.2% |
| 3M | +10.9% | -39.7% | +50.6% | +14.0% |
| 6M | +8.4% | -12.5% | +20.9% | +8.0% |
| YTD | -1.9% | +10.2% | -12.0% | -4.2% |
| 1Y | +12.3% | +50.7% | -38.3% | +5.8% |
| 3Y | +132.3% | -74.5% | +206.8% | +137.6% |
| All | +129.3% | -91.8% | +221.2% | +160.4% |
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