+200.8%
WMB vs PLUG
-97.5%
+298.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.5% | +10.0% | -0.1% |
| 7D | +7.8% | -23.4% | +31.3% | +8.9% |
| 30D | -5.1% | -23.4% | +18.4% | -4.2% |
| 3M | -4.7% | -51.7% | +47.0% | -2.3% |
| 6M | -7.4% | -72.0% | +64.6% | -3.2% |
| YTD | +17.5% | -43.7% | +61.1% | +18.6% |
| 1Y | +19.5% | -55.4% | +74.9% | +21.6% |
| 3Y | +121.3% | -68.0% | +189.3% | +116.6% |
| All | +200.8% | -97.5% | +298.3% | +243.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling