+520.7%
WMB vs PLUG
-99.1%
+619.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.5% | +2.2% | -4.6% |
| 7D | -14.2% | -4.9% | -9.3% | -13.8% |
| 30D | -11.2% | -27.4% | +16.2% | -8.7% |
| 3M | -9.9% | -35.7% | +25.8% | -6.4% |
| 6M | -14.4% | -59.3% | +45.0% | -7.8% |
| YTD | +9.2% | -31.5% | +40.7% | +10.2% |
| 1Y | +15.1% | -48.9% | +63.9% | +18.8% |
| 3Y | +99.2% | -79.6% | +178.8% | +98.8% |
| 5Y | +180.2% | -96.5% | +276.7% | +216.6% |
| 10Y | +273.7% | -4.9% | +278.7% | +151.8% |
| All | +520.7% | -99.1% | +619.8% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling