+830.2%
COHR vs WCN
+18.4%
+811.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +8.3% | -3.1% | +11.5% | +7.6% |
| 30D | -14.1% | -3.4% | -10.7% | -14.7% |
| 3M | -16.0% | +3.0% | -19.0% | -16.4% |
| 6M | +21.5% | -3.8% | +25.2% | +22.2% |
| YTD | +65.4% | -8.3% | +73.8% | +68.1% |
| 1Y | +195.0% | -9.7% | +204.8% | +201.4% |
| 3Y | +830.2% | +17.2% | +813.0% | +731.6% |
| All | +830.2% | +18.4% | +811.8% | +731.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling