+1,082.6%
WAB vs POET
-24.0%
+1,106.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.1% |
| 7D | -0.2% | +3.7% | -3.9% | -0.3% |
| 30D | -5.9% | -11.5% | +5.7% | -5.5% |
| 3M | +9.4% | -30.8% | +40.2% | +10.3% |
| 6M | +13.8% | +8.6% | +5.3% | +10.8% |
| YTD | +31.8% | +20.1% | +11.7% | +27.5% |
| 1Y | +48.5% | +35.7% | +12.8% | +42.2% |
| 3Y | +167.0% | +116.5% | +50.4% | +142.5% |
| 5Y | +222.3% | -8.4% | +230.8% | +196.0% |
| 10Y | +289.6% | +24.6% | +265.0% | +241.7% |
| All | +1,082.6% | -24.0% | +1,106.6% | +1,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling