+2,056.0%
WM vs PLUG
-98.6%
+2,154.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 6M | -9.5% | -12.5% | +3.0% | -9.6% |
| YTD | +0.5% | +10.2% | -9.7% | -0.8% |
| 1Y | -1.1% | +50.7% | -51.8% | -4.3% |
| 3Y | +46.0% | -74.5% | +120.5% | +44.9% |
| 5Y | +51.8% | -91.8% | +143.6% | +54.1% |
| 10Y | +307.5% | +43.7% | +263.8% | +242.4% |
| All | +2,056.0% | -98.6% | +2,154.6% | +1,606.4% |
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 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