+305.6%
WM vs PLUG
+43.7%
+261.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.3% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -2.4% | +3.3% | -5.7% | -2.5% |
| 3M | +0.4% | -39.7% | +40.1% | +1.4% |
| 6M | -9.5% | -12.5% | +3.0% | -9.6% |
| YTD | +0.5% | +10.2% | -9.7% | -0.4% |
| 1Y | -1.1% | +50.7% | -51.8% | -3.4% |
| 3Y | +46.0% | -74.5% | +120.5% | +46.5% |
| 5Y | +51.8% | -91.8% | +143.6% | +55.9% |
| All | +305.6% | +43.7% | +261.9% | +243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling