+65,045.6%
COHR vs WSM
+34,573.3%
+30,472.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.9% |
| 7D | +8.3% | -0.5% | +8.9% | +8.5% |
| 30D | -14.1% | -7.7% | -6.4% | -12.7% |
| 3M | -16.0% | +3.8% | -19.8% | -16.7% |
| 6M | +21.5% | +22.7% | -1.2% | +16.3% |
| YTD | +65.4% | +28.0% | +37.4% | +57.0% |
| 1Y | +195.0% | +12.7% | +182.3% | +186.5% |
| 3Y | +830.2% | +231.3% | +598.9% | +638.0% |
| 5Y | +397.1% | +177.2% | +219.9% | +300.3% |
| 10Y | +1,317.7% | +1,065.8% | +251.9% | +761.5% |
| All | +65,045.6% | +34,573.3% | +30,472.3% | +27,338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling