+26.1%
COHR vs WSM
+35.8%
-9.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.2% | -8.7% | -11.9% |
| 7D | -28.4% | -0.5% | -28.0% | -28.1% |
| 30D | -49.8% | +7.1% | -56.9% | -50.8% |
| 3M | -48.3% | +4.5% | -52.8% | -49.0% |
| 6M | -49.4% | +44.4% | -93.8% | -55.0% |
| YTD | -8.0% | +46.8% | -54.8% | -14.1% |
| 1Y | +26.1% | +31.7% | -5.7% | +11.3% |
| All | +26.1% | +35.8% | -9.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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