-28.0%
WULF vs PLUG
-91.0%
+63.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.1% | +4.0% | +6.9% |
| 7D | +21.9% | +8.1% | +13.8% | +19.1% |
| 30D | +4.6% | +3.7% | +0.9% | +3.6% |
| 3M | -30.9% | -29.2% | -1.8% | -23.0% |
| 6M | +29.9% | +6.1% | +23.8% | +25.1% |
| YTD | +55.4% | +14.7% | +40.7% | +44.2% |
| 1Y | +94.1% | +56.9% | +37.2% | +53.3% |
| 3Y | +892.2% | -71.6% | +963.8% | +974.2% |
| All | -28.0% | -91.0% | +63.0% | +26.9% |
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 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