+64,642.4%
COHR vs WMB
+5,611.5%
+59,030.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +13.0% | 0.0% | +13.0% | +13.0% |
| 30D | -6.7% | +4.6% | -11.3% | -7.5% |
| 3M | -14.7% | +5.7% | -20.5% | -15.7% |
| 6M | +20.3% | +4.2% | +16.1% | +19.3% |
| YTD | +64.4% | +26.8% | +37.6% | +57.5% |
| 1Y | +205.9% | +34.7% | +171.2% | +189.5% |
| 3Y | +814.1% | +146.8% | +667.3% | +686.3% |
| 5Y | +387.4% | +285.0% | +102.3% | +289.3% |
| 10Y | +1,308.9% | +313.2% | +995.7% | +990.4% |
| All | +64,642.4% | +5,611.5% | +59,030.9% | +31,855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling