+534.7%
WMT vs PLUG
-16.2%
+550.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.8% | +9.2% | +0.6% |
| 7D | -1.2% | -8.1% | +7.0% | -1.1% |
| 30D | +12.4% | -20.5% | +32.9% | +12.8% |
| 3M | +9.0% | -45.9% | +54.9% | +10.3% |
| 6M | -3.0% | -65.2% | +62.2% | -1.1% |
| YTD | +14.0% | -37.1% | +51.0% | +14.1% |
| 1Y | +23.0% | -54.6% | +77.6% | +24.0% |
| 3Y | +135.1% | -64.9% | +200.0% | +131.6% |
| 5Y | +172.7% | -97.1% | +269.9% | +186.8% |
| All | +534.7% | -16.2% | +550.9% | +473.0% |
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