+195.0%
COHR vs W
+10.7%
+184.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.9% |
| 7D | +8.3% | -0.9% | +9.2% | +8.6% |
| 30D | -14.1% | -4.2% | -9.9% | -13.4% |
| 3M | -16.0% | +26.9% | -42.9% | -19.9% |
| 6M | +21.5% | +31.2% | -9.8% | +15.2% |
| YTD | +65.4% | -1.8% | +67.3% | +65.4% |
| 1Y | +195.0% | +9.3% | +185.7% | +185.3% |
| All | +195.0% | +10.7% | +184.3% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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