+830.2%
COHR vs WBD
+145.7%
+684.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +8.3% | -0.7% | +9.1% | +8.5% |
| 30D | -14.1% | +1.4% | -15.5% | -14.6% |
| 3M | -16.0% | +4.4% | -20.4% | -17.2% |
| 6M | +21.5% | +0.8% | +20.6% | +21.2% |
| YTD | +65.4% | -2.7% | +68.2% | +66.7% |
| 1Y | +195.0% | +73.4% | +121.6% | +149.2% |
| 3Y | +830.2% | +142.1% | +688.0% | +529.2% |
| All | +830.2% | +145.7% | +684.4% | +529.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 3y: compounded portfolio wealth divided by compounded WBD 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…
3y analysis · Full analysis span regression · 6 months rolling