+1,298.9%
COHR vs WTW
+198.0%
+1,100.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -5.7% | +14.1% | +10.8% |
| 30D | -14.1% | -7.3% | -6.9% | -11.9% |
| 3M | -16.0% | +21.5% | -37.5% | -24.4% |
| 6M | +21.5% | +9.6% | +11.8% | +12.7% |
| YTD | +65.4% | -3.3% | +68.7% | +61.1% |
| 1Y | +195.0% | -6.1% | +201.2% | +189.7% |
| 3Y | +830.2% | +61.8% | +768.3% | +522.4% |
| 5Y | +397.1% | +42.7% | +354.4% | +259.5% |
| All | +1,298.9% | +198.0% | +1,100.8% | +509.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling