+2,416.5%
COHR vs W
+170.7%
+2,245.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.8% |
| 7D | +10.9% | +0.5% | +10.4% | +10.8% |
| 30D | -10.8% | -5.6% | -5.2% | -9.7% |
| 3M | -17.4% | +41.9% | -59.3% | -24.5% |
| 6M | +12.5% | +30.2% | -17.7% | +3.8% |
| YTD | +58.8% | -2.9% | +61.8% | +55.3% |
| 1Y | +183.3% | +11.6% | +171.7% | +164.9% |
| 3Y | +783.0% | +37.0% | +746.1% | +635.5% |
| 5Y | +377.2% | -62.8% | +440.1% | +343.2% |
| 10Y | +1,261.0% | +155.2% | +1,105.8% | +770.2% |
| All | +2,416.5% | +170.7% | +2,245.8% | +1,480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling