+194.8%
COHR vs WDAY
-15.6%
+210.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.4% | +12.0% | +3.8% |
| 7D | +1.0% | -4.4% | +5.3% | -1.1% |
| 30D | -14.1% | +14.7% | -28.9% | -6.4% |
| 3M | -33.2% | +32.4% | -65.6% | -17.8% |
| 6M | +2.5% | +36.9% | -34.3% | +33.0% |
| YTD | +52.7% | -8.8% | +61.6% | +94.6% |
| 1Y | +194.8% | -15.3% | +210.1% | +273.1% |
| All | +194.8% | -15.6% | +210.4% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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