+1,298.9%
COHR vs WSM
+1,071.8%
+227.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.7% |
| 7D | +8.3% | -0.5% | +8.9% | +8.6% |
| 30D | -14.1% | -7.7% | -6.4% | -11.5% |
| 3M | -16.0% | +3.8% | -19.8% | -17.4% |
| 6M | +21.5% | +22.7% | -1.2% | +11.5% |
| YTD | +65.4% | +28.0% | +37.4% | +49.3% |
| 1Y | +195.0% | +12.7% | +182.3% | +177.9% |
| 3Y | +830.2% | +231.3% | +598.9% | +493.1% |
| 5Y | +397.1% | +177.2% | +219.9% | +222.4% |
| All | +1,298.9% | +1,071.8% | +227.1% | +443.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling