-24.0%
POET vs WSM
+3,121.1%
-3,145.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.7% |
| 7D | +3.7% | +0.4% | +3.2% | +3.6% |
| 30D | -11.5% | -10.7% | -0.8% | -9.8% |
| 3M | -30.8% | +8.5% | -39.3% | -31.7% |
| 6M | +8.6% | +19.6% | -11.1% | +5.3% |
| YTD | +20.1% | +26.6% | -6.5% | +15.7% |
| 1Y | +35.7% | +12.0% | +23.8% | +33.4% |
| 3Y | +116.5% | +226.6% | -110.1% | +83.5% |
| 5Y | -8.4% | +174.1% | -182.6% | -22.4% |
| 10Y | +24.6% | +1,052.9% | -1,028.4% | -14.1% |
| All | -24.0% | +3,121.1% | -3,145.1% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling