+393.6%
COHR vs WEC
+30.6%
+363.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -0.6% | +8.9% | +8.3% |
| 30D | -14.1% | -2.6% | -11.5% | -14.3% |
| 3M | -16.0% | -6.0% | -10.0% | -16.4% |
| 6M | +21.5% | -5.4% | +26.9% | +21.0% |
| YTD | +65.4% | +2.5% | +63.0% | +65.5% |
| 1Y | +195.0% | -0.7% | +195.7% | +194.4% |
| 3Y | +830.2% | +38.7% | +791.4% | +801.5% |
| All | +393.6% | +30.6% | +363.0% | +367.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling