+393.6%
COHR vs WAB
+221.8%
+171.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.1% |
| 7D | +8.3% | +0.1% | +8.2% | +8.2% |
| 30D | -14.1% | -4.1% | -10.1% | -10.3% |
| 3M | -16.0% | +8.2% | -24.2% | -22.8% |
| 6M | +21.5% | +15.4% | +6.1% | +4.7% |
| YTD | +65.4% | +33.1% | +32.3% | +23.6% |
| 1Y | +195.0% | +48.1% | +147.0% | +98.7% |
| 3Y | +830.2% | +167.7% | +662.4% | +278.5% |
| All | +393.6% | +221.8% | +171.8% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling