-1.9%
POET vs NWSA
+40.0%
-41.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +0.4% | -2.8% | +3.2% | +1.3% |
| 30D | -10.4% | +3.0% | -13.4% | -11.4% |
| 3M | -29.3% | +12.3% | -41.6% | -33.0% |
| 6M | +6.9% | +21.9% | -15.0% | -3.1% |
| YTD | +25.6% | +13.6% | +12.0% | +16.3% |
| 1Y | +49.2% | +0.5% | +48.7% | +45.9% |
| 3Y | +128.4% | +43.8% | +84.7% | +92.5% |
| All | -1.9% | +40.0% | -41.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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