+26.1%
COHR vs FWONK
+7.3%
+18.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +7.7% | -20.7% | -10.8% |
| 7D | -28.4% | +15.0% | -43.5% | -25.9% |
| 30D | -49.8% | +11.5% | -61.3% | -48.3% |
| 3M | -48.3% | +10.9% | -59.2% | -46.7% |
| 6M | -49.4% | +21.9% | -71.3% | -50.0% |
| YTD | -8.0% | +8.1% | -16.2% | +2.7% |
| 1Y | +26.1% | +5.0% | +21.1% | +65.3% |
| All | +26.1% | +7.3% | +18.8% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling