+106.0%
POET vs WETO
-99.4%
+205.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.0% | +4.6% |
| 7D | +0.4% | -4.3% | +4.7% | +0.4% |
| 30D | -10.4% | -39.9% | +29.5% | -12.5% |
| 3M | -29.3% | -97.9% | +68.6% | -22.0% |
| 6M | +6.9% | -95.0% | +101.9% | +11.1% |
| YTD | +25.6% | -97.2% | +122.8% | +34.3% |
| 1Y | +49.2% | -98.9% | +148.1% | +67.6% |
| All | +106.0% | -99.4% | +205.4% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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