+393.6%
COHR vs WWD
+184.1%
+209.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.1% |
| 7D | +8.3% | -2.6% | +10.9% | +10.4% |
| 30D | -14.1% | -6.9% | -7.2% | -9.3% |
| 3M | -16.0% | -13.0% | -3.0% | -7.0% |
| 6M | +21.5% | -12.5% | +33.9% | +32.5% |
| YTD | +65.4% | +11.8% | +53.6% | +50.3% |
| 1Y | +195.0% | +41.1% | +154.0% | +121.7% |
| 3Y | +830.2% | +163.1% | +667.1% | +354.4% |
| All | +393.6% | +184.1% | +209.4% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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