+129.9%
POET vs BBWI
-47.8%
+177.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.3% | +2.6% | -2.2% |
| 7D | +9.7% | -4.4% | +14.2% | +10.9% |
| 30D | -6.5% | -7.4% | +0.8% | -5.3% |
| 3M | -25.7% | -2.2% | -23.5% | -26.5% |
| 6M | +19.6% | -16.3% | +35.9% | +23.7% |
| YTD | +26.4% | -9.1% | +35.5% | +27.2% |
| 1Y | +50.1% | -34.5% | +84.6% | +64.4% |
| All | +129.9% | -47.8% | +177.7% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling