+657.5%
COHR vs WM
+330.8%
+326.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | +13.1% | +3.2% | +9.9% | +12.4% |
| 30D | -17.2% | +13.0% | -30.2% | -20.0% |
| 3M | -33.3% | +9.2% | -42.6% | -35.2% |
| 6M | -46.0% | +13.6% | -59.6% | -49.0% |
| YTD | +18.2% | +12.4% | +5.8% | +10.8% |
| 1Y | +55.9% | +21.2% | +34.6% | +40.7% |
| 3Y | +544.7% | +48.7% | +496.0% | +404.6% |
| 5Y | +234.6% | +61.9% | +172.7% | +143.5% |
| All | +657.5% | +330.8% | +326.7% | +220.4% |
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