+830.2%
COHR vs WST
-11.3%
+841.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +8.3% | +1.8% | +6.5% | +7.9% |
| 30D | -14.1% | -1.7% | -12.4% | -13.9% |
| 3M | -16.0% | +4.9% | -20.9% | -16.8% |
| 6M | +21.5% | +45.5% | -24.1% | +11.5% |
| YTD | +65.4% | +26.1% | +39.3% | +56.3% |
| 1Y | +195.0% | +31.7% | +163.3% | +175.1% |
| 3Y | +830.2% | -12.1% | +842.2% | +874.0% |
| All | +830.2% | -11.3% | +841.5% | +874.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling