+393.6%
COHR vs WU
-51.3%
+444.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +8.3% | -3.5% | +11.8% | +9.4% |
| 30D | -14.1% | -2.9% | -11.2% | -13.8% |
| 3M | -16.0% | -2.3% | -13.7% | -18.1% |
| 6M | +21.5% | -25.4% | +46.8% | +31.2% |
| YTD | +65.4% | -21.2% | +86.7% | +73.0% |
| 1Y | +195.0% | -8.9% | +203.9% | +186.7% |
| 3Y | +830.2% | -29.0% | +859.1% | +882.2% |
| All | +393.6% | -51.3% | +444.9% | +486.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling