+1,298.9%
COHR vs WAT
+170.9%
+1,127.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.3% |
| 7D | +8.3% | -0.3% | +8.6% | +8.5% |
| 30D | -14.1% | -1.9% | -12.3% | -13.4% |
| 3M | -16.0% | +13.5% | -29.5% | -21.6% |
| 6M | +21.5% | +37.2% | -15.8% | +0.4% |
| YTD | +65.4% | +7.5% | +57.9% | +53.9% |
| 1Y | +195.0% | +35.0% | +160.0% | +139.5% |
| 3Y | +830.2% | +55.1% | +775.1% | +556.2% |
| 5Y | +397.1% | -2.8% | +399.9% | +359.5% |
| All | +1,298.9% | +170.9% | +1,127.9% | +611.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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