+264.5%
WMB vs PLUG
+6.6%
+257.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.4% | -7.7% | -0.7% |
| 7D | -13.8% | +5.8% | -19.7% | -14.1% |
| 30D | -10.3% | -18.5% | +8.2% | -9.3% |
| 3M | -10.1% | -30.0% | +19.9% | -8.3% |
| 6M | -11.8% | -56.2% | +44.3% | -8.0% |
| YTD | +8.9% | -26.4% | +35.3% | +9.0% |
| 1Y | +14.0% | -42.2% | +56.2% | +15.5% |
| 3Y | +100.5% | -76.8% | +177.4% | +100.0% |
| 5Y | +179.5% | -96.2% | +275.7% | +211.3% |
| All | +264.5% | +6.6% | +257.8% | +194.6% |
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