+86.0%
POET vs NWSA
+122.3%
-36.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | +9.7% | -3.1% | +12.8% | +10.7% |
| 30D | -6.5% | +4.3% | -10.8% | -7.8% |
| 3M | -25.7% | +9.2% | -34.9% | -28.5% |
| 6M | +19.6% | +21.6% | -2.0% | +10.5% |
| YTD | +26.4% | +14.2% | +12.2% | +18.3% |
| 1Y | +50.1% | +1.8% | +48.3% | +45.5% |
| 3Y | +127.9% | +44.4% | +83.5% | +99.2% |
| 5Y | -5.9% | +41.0% | -46.8% | -19.2% |
| 10Y | +31.1% | +150.0% | -118.9% | -8.4% |
| All | +86.0% | +122.3% | -36.3% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling