+336.4%
WM vs PLUG
+6.6%
+329.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.4% | -9.5% | -2.2% |
| 7D | +1.2% | +5.8% | -4.6% | +1.1% |
| 30D | +13.1% | -18.5% | +31.6% | +13.5% |
| 3M | +3.6% | -30.0% | +33.6% | +4.3% |
| 6M | +8.1% | -56.2% | +64.3% | +9.6% |
| YTD | +8.9% | -26.4% | +35.3% | +8.7% |
| 1Y | +20.3% | -42.2% | +62.6% | +20.7% |
| 3Y | +46.2% | -76.8% | +123.0% | +46.1% |
| 5Y | +59.9% | -96.2% | +156.1% | +68.4% |
| All | +336.4% | +6.6% | +329.8% | +273.4% |
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 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