-2.3%
SW vs POET
-11.0%
+8.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.8% | +1.0% |
| 7D | -5.1% | +5.6% | -10.7% | -5.3% |
| 30D | -4.6% | -2.1% | -2.5% | -4.6% |
| 3M | +9.4% | -48.8% | +58.2% | +11.5% |
| 6M | +3.5% | +15.8% | -12.3% | 0.0% |
| YTD | +22.0% | +25.1% | -3.1% | +17.1% |
| 1Y | +2.2% | +50.6% | -48.4% | -3.1% |
| 3Y | +19.6% | +107.9% | -88.3% | +8.8% |
| All | -2.3% | -11.0% | +8.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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