+1,298.9%
COHR vs WFC
+145.8%
+1,153.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.7% |
| 7D | +8.3% | +0.4% | +8.0% | +8.0% |
| 30D | -14.1% | +1.5% | -15.7% | -15.0% |
| 3M | -16.0% | +10.2% | -26.2% | -20.4% |
| 6M | +21.5% | +18.8% | +2.7% | +10.1% |
| YTD | +65.4% | -1.5% | +67.0% | +65.3% |
| 1Y | +195.0% | +13.5% | +181.5% | +172.4% |
| 3Y | +830.2% | +135.0% | +695.2% | +494.1% |
| 5Y | +397.1% | +130.1% | +267.0% | +218.0% |
| All | +1,298.9% | +145.8% | +1,153.0% | +786.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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