+17,600.4%
WDC vs COHR
+64,599.6%
-46,999.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.6% |
| 7D | +4.4% | +10.9% | -6.5% | +2.0% |
| 30D | +5.3% | -10.8% | +16.1% | +7.9% |
| 3M | -5.9% | -17.4% | +11.4% | -2.2% |
| 6M | +73.2% | +12.5% | +60.8% | +67.3% |
| YTD | +167.8% | +58.8% | +109.0% | +139.7% |
| 1Y | +386.0% | +183.3% | +202.7% | +282.9% |
| 3Y | +1,309.7% | +783.0% | +526.7% | +741.1% |
| 5Y | +957.1% | +377.2% | +579.9% | +594.7% |
| 10Y | +1,246.7% | +1,261.0% | -14.3% | +608.1% |
| All | +17,600.4% | +64,599.6% | -46,999.2% | +5,789.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling