+1,298.9%
COHR vs NWSA
+149.4%
+1,149.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.0% |
| 7D | +8.3% | -2.8% | +11.1% | +10.0% |
| 30D | -14.1% | +3.0% | -17.2% | -16.0% |
| 3M | -16.0% | +12.3% | -28.3% | -23.9% |
| 6M | +21.5% | +21.9% | -0.4% | +3.7% |
| YTD | +65.4% | +13.6% | +51.9% | +45.3% |
| 1Y | +195.0% | +0.5% | +194.5% | +177.6% |
| 3Y | +830.2% | +43.8% | +786.4% | +602.1% |
| 5Y | +397.1% | +41.2% | +355.9% | +270.5% |
| All | +1,298.9% | +149.4% | +1,149.5% | +596.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling