+377.2%
COHR vs WM
+50.1%
+327.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.5% |
| 7D | +10.9% | -3.1% | +14.0% | +10.4% |
| 30D | -10.8% | -5.3% | -5.4% | -11.4% |
| 3M | -17.4% | -4.2% | -13.1% | -17.9% |
| 6M | +12.5% | -8.1% | +20.5% | +12.3% |
| YTD | +58.8% | -1.4% | +60.3% | +57.2% |
| 1Y | +183.3% | +0.2% | +183.0% | +179.8% |
| 3Y | +783.0% | +43.1% | +740.0% | +683.5% |
| 5Y | +377.2% | +49.8% | +327.4% | +282.6% |
| All | +377.2% | +50.1% | +327.1% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling