+1,298.9%
COHR vs WAB
+296.8%
+1,002.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.5% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -14.1% | -4.1% | -10.1% | -11.5% |
| 3M | -16.0% | +8.2% | -24.2% | -20.4% |
| 6M | +21.5% | +15.4% | +6.1% | +10.8% |
| YTD | +65.4% | +33.1% | +32.3% | +37.8% |
| 1Y | +195.0% | +48.1% | +147.0% | +130.3% |
| 3Y | +830.2% | +167.7% | +662.4% | +431.8% |
| 5Y | +397.1% | +225.7% | +171.4% | +157.8% |
| All | +1,298.9% | +296.8% | +1,002.0% | +483.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling