-35.1%
POET vs BBWI
-67.6%
+32.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | +1.2% | +0.1% | +1.0% | +1.2% |
| 30D | -12.2% | +12.9% | -25.0% | -14.3% |
| 3M | -42.4% | +16.0% | -58.4% | -44.4% |
| 6M | -64.3% | +16.6% | -80.9% | -65.9% |
| YTD | -19.0% | +9.7% | -28.7% | -21.5% |
| 1Y | +9.1% | +1.5% | +7.7% | +6.2% |
| 3Y | +297.7% | -21.4% | +319.0% | +306.1% |
| All | -35.1% | -67.6% | +32.6% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling