+64,642.4%
COHR vs WST
+12,219.3%
+52,423.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +13.0% | -1.7% | +14.6% | +13.7% |
| 30D | -6.7% | -4.3% | -2.4% | -5.1% |
| 3M | -14.7% | +0.7% | -15.5% | -15.0% |
| 6M | +20.3% | +36.0% | -15.7% | +5.2% |
| YTD | +64.4% | +22.7% | +41.7% | +49.4% |
| 1Y | +205.9% | +34.1% | +171.8% | +166.6% |
| 3Y | +814.1% | -13.6% | +827.7% | +765.2% |
| 5Y | +387.4% | -26.0% | +413.3% | +379.5% |
| 10Y | +1,308.9% | +335.8% | +973.1% | +552.3% |
| All | +64,642.4% | +12,219.3% | +52,423.1% | +14,737.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling