+51.6%
COHR vs WAB
+46.5%
+5.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -7.1% |
| 7D | -18.6% | +4.5% | -23.1% | -22.1% |
| 30D | -41.5% | +1.1% | -42.6% | -42.0% |
| 3M | -39.7% | -1.3% | -38.5% | -38.9% |
| 6M | -40.9% | +12.7% | -53.6% | -47.2% |
| YTD | +5.7% | +38.7% | -33.0% | -21.9% |
| 1Y | +51.6% | +44.9% | +6.6% | +8.7% |
| All | +51.6% | +46.5% | +5.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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