+307.6%
COHR vs WETO
-99.4%
+407.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +4.3% |
| 7D | +8.3% | -4.3% | +12.7% | +8.4% |
| 30D | -14.1% | -39.9% | +25.8% | -17.2% |
| 3M | -16.0% | -97.9% | +81.9% | -13.6% |
| 6M | +21.5% | -95.0% | +116.5% | +19.8% |
| YTD | +65.4% | -97.2% | +162.6% | +63.8% |
| 1Y | +195.0% | -98.9% | +293.9% | +194.0% |
| All | +307.6% | -99.4% | +407.0% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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