-1.9%
POET vs BBWI
-67.2%
+65.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +3.4% |
| 7D | +0.4% | -4.8% | +5.2% | +1.2% |
| 30D | -10.4% | +3.5% | -13.9% | -11.3% |
| 3M | -29.3% | -0.3% | -29.0% | -30.0% |
| 6M | +6.9% | -5.4% | +12.2% | +7.2% |
| YTD | +25.6% | -4.7% | +30.3% | +25.3% |
| 1Y | +49.2% | -30.5% | +79.6% | +56.6% |
| 3Y | +128.4% | -44.3% | +172.8% | +143.7% |
| All | -1.9% | -67.2% | +65.4% | +9.0% |
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