+677.9%
WFC vs PLUG
-98.6%
+776.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | +10.9% | -39.7% | +50.6% | +14.8% |
| 6M | +8.4% | -12.5% | +20.9% | +8.1% |
| YTD | -1.9% | +10.2% | -12.0% | -4.5% |
| 1Y | +12.3% | +50.7% | -38.3% | +4.8% |
| 3Y | +132.3% | -74.5% | +206.8% | +129.1% |
| 5Y | +130.1% | -91.8% | +221.9% | +139.1% |
| 10Y | +134.4% | +43.7% | +90.7% | +71.8% |
| All | +677.9% | -98.6% | +776.5% | +367.3% |
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