+378.7%
WULF vs PLUG
-98.6%
+477.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +7.6% | -0.9% | +8.5% | +7.6% |
| 30D | -8.6% | +3.3% | -12.0% | -8.8% |
| 3M | -37.0% | -39.7% | +2.8% | -34.8% |
| 6M | +7.4% | -12.5% | +19.9% | +8.2% |
| YTD | +43.7% | +10.2% | +33.5% | +42.5% |
| 1Y | +86.1% | +50.7% | +35.4% | +80.0% |
| 3Y | +733.8% | -74.5% | +808.3% | +746.2% |
| 5Y | -33.6% | -91.8% | +58.2% | -30.5% |
| 10Y | +76.1% | +43.7% | +32.3% | +75.8% |
| All | +378.7% | -98.6% | +477.3% | +398.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling