+64,301.1%
COHR vs WM
+26,190.3%
+38,110.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.2% |
| 7D | +11.0% | -0.9% | +11.9% | +11.1% |
| 30D | -20.4% | -4.3% | -16.0% | -19.8% |
| 3M | -24.9% | +0.8% | -25.7% | -25.5% |
| 6M | +28.1% | -10.8% | +38.8% | +29.4% |
| YTD | +63.6% | -0.1% | +63.6% | +61.6% |
| 1Y | +205.9% | +1.0% | +204.9% | +200.5% |
| 3Y | +809.3% | +45.1% | +764.2% | +726.2% |
| 5Y | +397.1% | +52.1% | +345.0% | +345.6% |
| 10Y | +1,238.1% | +302.9% | +935.2% | +909.6% |
| All | +64,301.1% | +26,190.3% | +38,110.8% | +41,668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling