+1,285.8%
WDC vs COHR
+805.6%
+480.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.1% | -4.8% |
| 7D | -4.3% | +8.3% | -12.6% | -7.8% |
| 30D | -1.5% | -14.1% | +12.6% | +4.5% |
| 3M | -15.5% | -16.0% | +0.5% | -11.2% |
| 6M | +66.5% | +21.5% | +45.0% | +47.7% |
| YTD | +159.9% | +65.4% | +94.4% | +102.2% |
| 1Y | +366.0% | +195.0% | +170.9% | +191.0% |
| 3Y | +1,285.8% | +830.2% | +455.7% | +474.0% |
| All | +1,285.8% | +805.6% | +480.2% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 3y: compounded portfolio wealth divided by compounded COHR 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…
3y analysis · Full analysis span regression · 6 months rolling