-16.9%
POET vs BWA
+290.8%
-307.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.5% |
| 7D | +17.0% | +4.3% | +12.8% | +15.6% |
| 30D | -6.7% | -2.9% | -3.8% | -5.8% |
| 3M | -32.3% | -12.4% | -19.9% | -29.4% |
| 6M | +32.3% | +28.6% | +3.8% | +26.5% |
| YTD | +31.3% | +48.2% | -16.9% | +19.8% |
| 1Y | +55.3% | +50.9% | +4.4% | +40.7% |
| 3Y | +136.8% | +72.2% | +64.6% | +108.1% |
| 5Y | -2.2% | +91.1% | -93.3% | -17.5% |
| 10Y | +34.0% | +144.0% | -110.0% | +1.5% |
| All | -16.9% | +290.8% | -307.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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