+194.8%
COHR vs GWW
+31.2%
+163.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.5% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | -14.1% | +3.3% | -17.4% | -14.6% |
| 3M | -33.2% | +2.9% | -36.1% | -34.4% |
| 6M | +2.5% | +15.8% | -13.2% | -4.7% |
| YTD | +52.7% | +32.0% | +20.7% | +40.6% |
| 1Y | +194.8% | +29.9% | +164.9% | +175.6% |
| All | +194.8% | +31.2% | +163.6% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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