+42.6%
WULF vs PLUG
-8.1%
+50.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.5% |
| 7D | +14.2% | -6.8% | +21.0% | +16.0% |
| 30D | -0.1% | -16.0% | +16.0% | +3.9% |
| 3M | -20.2% | -38.7% | +18.5% | -11.9% |
| 6M | -42.8% | -61.4% | +18.5% | -31.5% |
| YTD | +16.3% | -31.0% | +47.2% | +24.1% |
| 1Y | +8.0% | -46.2% | +54.2% | +19.9% |
| 3Y | +1,263.3% | -61.5% | +1,324.7% | +1,311.8% |
| 5Y | -53.5% | -96.9% | +43.4% | -40.5% |
| All | +42.6% | -8.1% | +50.7% | +87.8% |
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