+194.8%
COHR vs WMB
+31.9%
+162.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | -14.1% | +3.3% | -17.4% | -15.4% |
| 3M | -33.2% | +3.1% | -36.3% | -34.3% |
| 6M | +2.5% | -0.7% | +3.3% | +1.4% |
| YTD | +52.7% | +25.2% | +27.5% | +49.6% |
| 1Y | +194.8% | +32.9% | +161.9% | +191.3% |
| All | +194.8% | +31.9% | +162.9% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 1y: compounded portfolio wealth divided by compounded WMB 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…
1y analysis · Full analysis span regression · 6 months rolling