+3,265.0%
COHR vs WPM
+5,933.8%
-2,668.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.8% |
| 7D | +8.3% | -0.6% | +8.9% | +8.5% |
| 30D | -14.1% | +14.4% | -28.6% | -16.5% |
| 3M | -16.0% | +37.0% | -53.0% | -20.8% |
| 6M | +21.5% | +4.1% | +17.3% | +20.4% |
| YTD | +65.4% | +31.7% | +33.7% | +57.4% |
| 1Y | +195.0% | +44.2% | +150.8% | +175.8% |
| 3Y | +830.2% | +265.5% | +564.7% | +638.8% |
| 5Y | +397.1% | +262.5% | +134.6% | +290.5% |
| 10Y | +1,317.7% | +539.8% | +777.8% | +877.4% |
| All | +3,265.0% | +5,933.8% | -2,668.9% | +1,389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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