+423.4%
WMT vs PLUG
+56.9%
+366.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.1% |
| 7D | +0.1% | +8.1% | -8.0% | 0.0% |
| 30D | -5.0% | +3.7% | -8.6% | -5.1% |
| 3M | -11.3% | -29.2% | +17.9% | -10.7% |
| 6M | -13.8% | +6.1% | -19.9% | -14.3% |
| YTD | -4.2% | +14.7% | -18.9% | -5.2% |
| 1Y | +4.6% | +56.9% | -52.4% | +2.1% |
| 3Y | +100.5% | -71.6% | +172.1% | +99.7% |
| 5Y | +129.7% | -91.0% | +220.7% | +133.5% |
| 10Y | +423.4% | +55.9% | +367.6% | +370.3% |
| All | +423.4% | +56.9% | +366.5% | +370.3% |
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