+195.0%
COHR vs WCN
-9.1%
+204.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.3% |
| 7D | +8.3% | -3.1% | +11.5% | +5.2% |
| 30D | -14.1% | -3.4% | -10.7% | -16.5% |
| 3M | -16.0% | +3.0% | -19.0% | -14.1% |
| 6M | +21.5% | -3.8% | +25.2% | +24.1% |
| YTD | +65.4% | -8.3% | +73.8% | +64.4% |
| 1Y | +195.0% | -9.7% | +204.8% | +205.9% |
| All | +195.0% | -9.1% | +204.2% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling