Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • COHR vs WAT✓SelectedUSD · WATCOHR vs WAT performance historyLatest closeAs of-3.40%09/10
Stock and ETF performance explorer

COHR vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+23,353.6%
WAT return
+10,610.4%
Excess return
+12,743.2%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D-3.4%-0.8%-2.6%-3.2%
7D+10.9%-2.9%+13.8%+11.8%
30D-10.8%-3.2%-7.6%-9.9%
3M-17.4%+10.6%-28.0%-20.0%
6M+12.5%+34.0%-21.6%+1.6%
YTD+58.8%+5.7%+53.1%+53.3%
1Y+183.3%+37.1%+146.2%+151.5%
3Y+783.0%+52.4%+730.7%+648.5%
5Y+377.2%-4.4%+381.7%+364.8%
10Y+1,261.0%+165.8%+1,095.3%+894.5%
All+23,353.6%+10,610.4%+12,743.2%+14,109.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling