+194.8%
COHR vs WST
+37.6%
+157.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.8% |
| 7D | +1.0% | +0.7% | +0.2% | +0.8% |
| 30D | -14.1% | -3.1% | -11.0% | -13.5% |
| 3M | -33.2% | +7.2% | -40.4% | -33.6% |
| 6M | +2.5% | +36.8% | -34.3% | -5.4% |
| YTD | +52.7% | +23.8% | +28.9% | +44.5% |
| 1Y | +194.8% | +37.8% | +157.0% | +161.8% |
| All | +194.8% | +37.6% | +157.2% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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