+86.8%
WFC vs PLUG
-96.4%
+183.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.9% |
| 7D | +1.2% | +5.8% | -4.6% | +0.8% |
| 30D | +5.2% | -18.5% | +23.7% | +6.4% |
| 3M | -3.0% | -30.0% | +26.9% | -1.1% |
| 6M | +6.2% | -56.2% | +62.4% | +10.9% |
| YTD | -7.9% | -26.4% | +18.5% | -8.0% |
| 1Y | +0.3% | -42.2% | +42.5% | +1.5% |
| 3Y | +117.7% | -76.8% | +194.6% | +120.0% |
| All | +86.8% | -96.4% | +183.2% | +126.7% |
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