+195.0%
COHR vs WSM
+12.7%
+182.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.8% |
| 7D | +8.3% | -0.5% | +8.9% | +8.6% |
| 30D | -14.1% | -7.7% | -6.4% | -11.9% |
| 3M | -16.0% | +3.8% | -19.8% | -16.7% |
| 6M | +21.5% | +22.7% | -1.2% | +13.1% |
| YTD | +65.4% | +28.0% | +37.4% | +54.9% |
| 1Y | +195.0% | +12.7% | +182.3% | +175.1% |
| All | +195.0% | +12.7% | +182.3% | +175.1% |
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