+76.1%
WULF vs PLUG
+54.0%
+22.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -5.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.5% |
| 30D | -3.6% | -5.0% | +1.3% | -2.6% |
| 3M | -30.4% | -26.2% | -4.2% | -26.3% |
| 6M | +12.5% | -0.5% | +12.9% | +12.0% |
| YTD | +40.5% | +7.1% | +33.4% | +37.3% |
| 1Y | +53.0% | +46.5% | +6.5% | +38.3% |
| 3Y | +796.7% | -73.5% | +870.2% | +828.5% |
| 5Y | -30.9% | -91.3% | +60.4% | -20.2% |
| All | +76.1% | +54.0% | +22.1% | +102.0% |
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