-53.0%
WULF vs PLUG
-96.9%
+43.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.6% |
| 7D | +14.2% | -6.8% | +21.0% | +17.2% |
| 30D | -0.1% | -16.0% | +16.0% | +6.8% |
| 3M | -20.2% | -38.7% | +18.5% | -5.5% |
| 6M | -42.8% | -61.4% | +18.5% | -22.1% |
| YTD | +16.3% | -31.0% | +47.2% | +28.1% |
| 1Y | +8.0% | -46.2% | +54.2% | +27.6% |
| 3Y | +1,263.3% | -61.5% | +1,324.7% | +1,248.7% |
| All | -53.0% | -96.9% | +43.9% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling