+62,442.9%
COHR vs WFC
+8,625.5%
+53,817.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +10.9% | +0.3% | +10.6% | +10.7% |
| 30D | -10.8% | +2.3% | -13.1% | -11.5% |
| 3M | -17.4% | +9.8% | -27.1% | -19.8% |
| 6M | +12.5% | +15.6% | -3.1% | +7.2% |
| YTD | +58.8% | -2.4% | +61.3% | +59.4% |
| 1Y | +183.3% | +13.8% | +169.5% | +170.6% |
| 3Y | +783.0% | +134.6% | +648.4% | +581.9% |
| 5Y | +377.2% | +127.9% | +249.3% | +271.6% |
| 10Y | +1,261.0% | +141.8% | +1,119.3% | +905.9% |
| All | +62,442.9% | +8,625.5% | +53,817.5% | +29,678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling