+393.6%
COHR vs WMB
+270.3%
+123.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.7% |
| 7D | +8.3% | -1.0% | +9.4% | +9.2% |
| 30D | -14.1% | -0.4% | -13.7% | -14.2% |
| 3M | -16.0% | +3.2% | -19.2% | -18.3% |
| 6M | +21.5% | +0.1% | +21.4% | +20.4% |
| YTD | +65.4% | +23.9% | +41.6% | +43.1% |
| 1Y | +195.0% | +27.6% | +167.4% | +147.9% |
| 3Y | +830.2% | +141.9% | +688.2% | +471.0% |
| All | +393.6% | +270.3% | +123.3% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling