+22.6%
POET vs WST
+341.6%
-319.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.3% |
| 7D | +3.7% | +0.4% | +3.2% | +3.6% |
| 30D | -11.5% | -2.0% | -9.5% | -11.3% |
| 3M | -30.8% | +4.1% | -34.9% | -31.1% |
| 6M | +8.6% | +47.4% | -38.9% | +3.2% |
| YTD | +20.1% | +25.4% | -5.3% | +16.4% |
| 1Y | +35.7% | +35.3% | +0.4% | +30.4% |
| 3Y | +116.5% | -11.7% | +128.2% | +111.9% |
| 5Y | -8.4% | -24.0% | +15.6% | -11.2% |
| All | +22.6% | +341.6% | -319.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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