+28.2%
POET vs WTW
+198.0%
-169.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +0.4% | -5.7% | +6.1% | +2.1% |
| 30D | -10.4% | -7.3% | -3.1% | -8.6% |
| 3M | -29.3% | +21.5% | -50.8% | -34.3% |
| 6M | +6.9% | +9.6% | -2.8% | +1.2% |
| YTD | +25.6% | -3.3% | +28.9% | +23.9% |
| 1Y | +49.2% | -6.1% | +55.3% | +49.0% |
| 3Y | +128.4% | +61.8% | +66.6% | +75.6% |
| 5Y | -4.2% | +42.7% | -46.9% | -23.8% |
| All | +28.2% | +198.0% | -169.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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