-16.9%
POET vs WU
-40.7%
+23.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.5% |
| 7D | +17.0% | -0.8% | +17.9% | +17.2% |
| 30D | -6.7% | -1.1% | -5.6% | -6.6% |
| 3M | -32.3% | -1.8% | -30.5% | -32.7% |
| 6M | +32.3% | -23.9% | +56.2% | +37.5% |
| YTD | +31.3% | -20.4% | +51.7% | +34.5% |
| 1Y | +55.3% | -10.6% | +65.9% | +54.4% |
| 3Y | +136.8% | -27.7% | +164.5% | +145.8% |
| 5Y | -2.2% | -51.1% | +48.9% | +8.2% |
| 10Y | +34.0% | -40.7% | +74.8% | +41.1% |
| All | -16.9% | -40.7% | +23.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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