+280.9%
WMB vs PLUG
-2.2%
+283.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +1.6% | -6.8% | +8.4% | +2.0% |
| 30D | -7.1% | -16.0% | +9.0% | -6.2% |
| 3M | -4.0% | -38.7% | +34.7% | -1.3% |
| 6M | -5.7% | -61.4% | +55.6% | -0.8% |
| YTD | +17.2% | -31.0% | +48.1% | +17.7% |
| 1Y | +17.2% | -46.2% | +63.4% | +19.3% |
| 3Y | +121.1% | -61.5% | +182.5% | +112.7% |
| 5Y | +197.2% | -96.9% | +294.1% | +236.3% |
| 10Y | +280.9% | -7.5% | +288.4% | +198.5% |
| All | +280.9% | -2.2% | +283.1% | +198.5% |
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