+135.9%
WMT vs COHR
+391.3%
-255.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +1.2% |
| 7D | 0.0% | +8.3% | -8.3% | -0.2% |
| 30D | -7.4% | -14.1% | +6.7% | -7.1% |
| 3M | -10.9% | -16.0% | +5.1% | -10.7% |
| 6M | -12.7% | +21.5% | -34.1% | -14.4% |
| YTD | -3.2% | +65.4% | -68.7% | -6.8% |
| 1Y | +5.3% | +195.0% | -189.8% | -2.1% |
| 3Y | +101.9% | +830.2% | -728.3% | +71.1% |
| All | +135.9% | +391.3% | -255.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling