+1,298.9%
COHR vs WST
+344.2%
+954.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | +8.3% | +1.8% | +6.5% | +7.5% |
| 30D | -14.1% | -1.7% | -12.4% | -13.6% |
| 3M | -16.0% | +4.9% | -20.9% | -17.6% |
| 6M | +21.5% | +45.5% | -24.1% | +3.1% |
| YTD | +65.4% | +26.1% | +39.3% | +48.3% |
| 1Y | +195.0% | +31.7% | +163.3% | +158.0% |
| 3Y | +830.2% | -12.1% | +842.2% | +783.7% |
| 5Y | +397.1% | -23.6% | +420.7% | +390.1% |
| All | +1,298.9% | +344.2% | +954.7% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling