+1,298.9%
COHR vs WEC
+146.6%
+1,152.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -0.6% | +8.9% | +8.4% |
| 30D | -14.1% | -2.6% | -11.5% | -14.0% |
| 3M | -16.0% | -6.0% | -10.0% | -15.7% |
| 6M | +21.5% | -5.4% | +26.9% | +21.8% |
| YTD | +65.4% | +2.5% | +63.0% | +64.8% |
| 1Y | +195.0% | -0.7% | +195.7% | +194.2% |
| 3Y | +830.2% | +38.7% | +791.4% | +778.2% |
| 5Y | +397.1% | +31.7% | +365.4% | +371.2% |
| All | +1,298.9% | +146.6% | +1,152.3% | +1,311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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