-22.1%
WULF vs PLUG
-44.1%
+22.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.5% | -10.2% | -8.3% |
| 7D | -12.8% | +2.8% | -15.6% | -13.8% |
| 30D | -20.9% | -22.8% | +1.9% | -11.0% |
| 3M | -38.0% | -32.4% | -5.6% | -26.1% |
| 6M | -47.5% | -53.4% | +5.8% | -29.2% |
| YTD | +1.8% | -25.9% | +27.7% | +10.5% |
| 1Y | -22.1% | -42.1% | +20.0% | -10.1% |
| All | -22.1% | -44.1% | +22.0% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling