-1.9%
POET vs WCN
+24.9%
-26.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +0.4% | -3.1% | +3.5% | +0.6% |
| 30D | -10.4% | -3.4% | -7.0% | -10.2% |
| 3M | -29.3% | +3.0% | -32.3% | -30.4% |
| 6M | +6.9% | -3.8% | +10.6% | +7.2% |
| YTD | +25.6% | -8.3% | +33.9% | +27.4% |
| 1Y | +49.2% | -9.7% | +58.9% | +51.9% |
| 3Y | +128.4% | +17.2% | +111.3% | +122.1% |
| All | -1.9% | +24.9% | -26.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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