+1,298.9%
COHR vs WCC
+541.6%
+757.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +2.2% |
| 7D | +8.3% | +1.5% | +6.8% | +7.6% |
| 30D | -14.1% | -2.1% | -12.0% | -12.6% |
| 3M | -16.0% | +3.8% | -19.8% | -16.3% |
| 6M | +21.5% | +35.0% | -13.5% | +6.6% |
| YTD | +65.4% | +46.4% | +19.1% | +39.5% |
| 1Y | +195.0% | +63.0% | +132.0% | +135.7% |
| 3Y | +830.2% | +133.9% | +696.2% | +510.6% |
| 5Y | +397.1% | +226.5% | +170.6% | +174.4% |
| All | +1,298.9% | +541.6% | +757.2% | +432.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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