+126.5%
POET vs WST
+449.7%
-323.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.7% |
| 7D | +22.3% | +4.9% | +17.4% | +21.6% |
| 30D | -17.6% | +10.7% | -28.3% | -18.5% |
| 3M | -41.3% | +16.8% | -58.1% | -42.4% |
| 6M | -62.1% | +32.0% | -94.0% | -63.4% |
| YTD | -17.7% | +49.9% | -67.6% | -22.1% |
| 1Y | +3.2% | +50.6% | -47.5% | -2.4% |
| 3Y | +294.7% | +21.4% | +273.3% | +270.1% |
| 5Y | -37.2% | -0.6% | -36.7% | -41.1% |
| All | +126.5% | +449.7% | -323.2% | +68.6% |
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