+1,507.3%
COHR vs WDAY
+285.2%
+1,222.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | +10.9% | -10.5% | +21.4% | +14.3% |
| 30D | -10.8% | +2.1% | -12.9% | -13.2% |
| 3M | -17.4% | +34.6% | -52.0% | -28.8% |
| 6M | +12.5% | +29.9% | -17.4% | -5.1% |
| YTD | +58.8% | -13.8% | +72.7% | +54.9% |
| 1Y | +183.3% | -18.3% | +201.6% | +179.6% |
| 3Y | +783.0% | -26.2% | +809.2% | +789.0% |
| 5Y | +377.2% | -30.8% | +408.1% | +379.8% |
| 10Y | +1,261.0% | +112.2% | +1,148.8% | +874.2% |
| All | +1,507.3% | +285.2% | +1,222.1% | +993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling