+190.2%
WMB vs PLUG
-96.4%
+286.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.6% |
| 7D | -6.7% | +14.5% | -21.2% | -7.2% |
| 30D | -8.6% | -10.7% | +2.2% | -8.2% |
| 3M | -4.9% | -31.2% | +26.3% | -3.7% |
| 6M | -6.3% | -51.9% | +45.6% | -4.1% |
| YTD | +13.0% | -23.9% | +36.8% | +12.8% |
| 1Y | +14.9% | -43.4% | +58.3% | +16.0% |
| 3Y | +113.4% | -74.7% | +188.1% | +113.7% |
| 5Y | +190.2% | -96.3% | +286.5% | +232.7% |
| All | +190.2% | -96.4% | +286.5% | +232.7% |
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