+283.3%
WMB vs PLUG
-16.2%
+299.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.8% | +9.6% | +1.3% |
| 7D | +8.1% | -8.1% | +16.2% | +8.6% |
| 30D | -6.9% | -20.5% | +13.6% | -5.7% |
| 3M | -5.1% | -45.9% | +40.8% | -1.8% |
| 6M | -5.7% | -65.2% | +59.5% | -0.2% |
| YTD | +18.1% | -37.1% | +55.1% | +19.2% |
| 1Y | +18.4% | -54.6% | +73.0% | +21.8% |
| 3Y | +122.7% | -64.9% | +187.6% | +115.4% |
| 5Y | +202.0% | -97.1% | +299.2% | +243.4% |
| All | +283.3% | -16.2% | +299.5% | +201.6% |
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