+44.9%
COHR vs WTW
+5.8%
+39.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -8.9% | -3.3% |
| 7D | -18.6% | +4.9% | -23.5% | -14.8% |
| 30D | -41.5% | +17.1% | -58.6% | -32.2% |
| 3M | -39.7% | -0.3% | -39.4% | -37.9% |
| 6M | -40.9% | +30.7% | -71.5% | -21.9% |
| YTD | +5.7% | +3.7% | +2.0% | +26.9% |
| All | +44.9% | +5.8% | +39.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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