+625.7%
WFC vs PLUG
-99.1%
+724.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.6% |
| 7D | +0.6% | +5.8% | -5.2% | +0.1% |
| 30D | +4.6% | -18.5% | +23.1% | +6.1% |
| 3M | -3.6% | -30.0% | +26.3% | -1.2% |
| 6M | +5.6% | -56.2% | +61.8% | +11.4% |
| YTD | -8.5% | -26.4% | +17.9% | -8.3% |
| 1Y | -0.3% | -42.2% | +41.9% | +1.5% |
| 3Y | +116.4% | -76.8% | +193.3% | +114.8% |
| 5Y | +87.2% | -96.2% | +183.5% | +107.3% |
| 10Y | +145.8% | +2.1% | +143.7% | +84.9% |
| All | +625.7% | -99.1% | +724.8% | +348.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling