-20.8%
POET vs WST
+1,691.0%
-1,711.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.9% | +8.1% |
| 7D | +5.6% | +0.7% | +4.9% | +5.5% |
| 30D | -2.1% | -3.1% | +1.0% | -1.7% |
| 3M | -48.8% | +7.2% | -56.0% | -49.2% |
| 6M | +15.8% | +36.8% | -21.0% | +11.4% |
| YTD | +25.1% | +23.8% | +1.3% | +21.8% |
| 1Y | +50.6% | +37.8% | +12.8% | +44.9% |
| 3Y | +107.9% | -15.9% | +123.8% | +105.0% |
| 5Y | -11.0% | -25.8% | +14.8% | -12.9% |
| 10Y | +25.7% | +319.6% | -293.9% | +2.4% |
| All | -20.8% | +1,691.0% | -1,711.8% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling