-2.2%
POET vs WST
-25.8%
+23.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +17.0% | -0.3% | +17.3% | +17.1% |
| 30D | -6.7% | -4.6% | -2.1% | -6.2% |
| 3M | -32.3% | +5.7% | -38.0% | -32.8% |
| 6M | +32.3% | +37.6% | -5.2% | +27.1% |
| YTD | +31.3% | +23.0% | +8.2% | +27.7% |
| 1Y | +55.3% | +33.8% | +21.5% | +49.9% |
| 3Y | +136.8% | -13.4% | +150.1% | +132.3% |
| 5Y | -2.2% | -27.0% | +24.7% | +2.0% |
| All | -2.2% | -25.8% | +23.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling