+28.2%
POET vs WSM
+1,071.8%
-1,043.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -10.4% | -7.7% | -2.7% | -8.5% |
| 3M | -29.3% | +3.8% | -33.1% | -30.0% |
| 6M | +6.9% | +22.7% | -15.8% | +1.3% |
| YTD | +25.6% | +28.0% | -2.4% | +18.3% |
| 1Y | +49.2% | +12.7% | +36.4% | +44.9% |
| 3Y | +128.4% | +231.3% | -102.8% | +76.6% |
| 5Y | -4.2% | +177.2% | -181.4% | -25.9% |
| All | +28.2% | +1,071.8% | -1,043.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling