+956.6%
WMT vs PLUG
-99.0%
+1,055.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | 0.0% |
| 7D | -1.6% | +14.5% | -16.1% | -2.0% |
| 30D | +12.9% | -10.7% | +23.6% | +13.2% |
| 3M | +12.6% | -31.2% | +43.8% | +13.8% |
| 6M | -3.4% | -51.9% | +48.5% | -1.7% |
| YTD | +13.5% | -23.9% | +37.4% | +13.3% |
| 1Y | +23.5% | -43.4% | +66.9% | +24.3% |
| 3Y | +137.3% | -74.7% | +212.0% | +135.6% |
| 5Y | +167.9% | -96.3% | +264.2% | +178.8% |
| 10Y | +526.6% | +20.0% | +506.6% | +443.9% |
| All | +956.6% | -99.0% | +1,055.7% | +792.9% |
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