+7.0%
WMT vs COHR
+211.4%
-204.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -0.9% |
| 7D | +3.9% | +1.0% | +3.0% | +4.0% |
| 30D | -4.4% | -14.1% | +9.7% | -4.7% |
| 3M | -8.8% | -33.2% | +24.4% | -9.1% |
| 6M | -15.6% | +2.5% | -18.2% | -15.3% |
| YTD | -3.2% | +52.7% | -55.9% | -0.3% |
| 1Y | +7.0% | +194.8% | -187.7% | +21.3% |
| All | +7.0% | +211.4% | -204.4% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling