+1,243.0%
COHR vs WM
+306.3%
+936.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | +10.9% | -3.1% | +14.0% | +11.9% |
| 30D | -10.8% | -5.3% | -5.4% | -9.4% |
| 3M | -17.4% | -4.2% | -13.1% | -17.4% |
| 6M | +12.5% | -8.1% | +20.5% | +13.4% |
| YTD | +58.8% | -1.4% | +60.3% | +54.9% |
| 1Y | +183.3% | +0.2% | +183.0% | +172.0% |
| 3Y | +783.0% | +43.1% | +740.0% | +579.0% |
| 5Y | +377.2% | +49.8% | +327.4% | +247.3% |
| All | +1,243.0% | +306.3% | +936.6% | +412.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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