+265.9%
WULF vs PLUG
-99.3%
+365.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.5% | +7.3% | -2.5% |
| 7D | +11.0% | -23.4% | +34.4% | +13.0% |
| 30D | +9.4% | -23.4% | +32.8% | +11.6% |
| 3M | -22.6% | -51.7% | +29.1% | -18.5% |
| 6M | -45.4% | -72.0% | +26.6% | -40.4% |
| YTD | +9.8% | -43.7% | +53.5% | +14.3% |
| 1Y | +8.0% | -55.4% | +63.5% | +13.9% |
| 3Y | +1,149.5% | -68.0% | +1,217.5% | +1,192.0% |
| 5Y | -55.6% | -97.4% | +41.8% | -50.9% |
| 10Y | +34.7% | -24.5% | +59.2% | +41.1% |
| All | +265.9% | -99.3% | +365.2% | +299.6% |
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