+9,012.8%
WMT vs COHR
+67,292.0%
-58,279.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +1.1% |
| 7D | 0.0% | +8.3% | -8.3% | -0.4% |
| 30D | -7.4% | -14.1% | +6.7% | -6.9% |
| 3M | -10.9% | -16.0% | +5.1% | -10.8% |
| 6M | -12.7% | +21.5% | -34.1% | -14.7% |
| YTD | -3.2% | +65.4% | -68.7% | -7.3% |
| 1Y | +5.3% | +195.0% | -189.8% | -2.8% |
| 3Y | +101.9% | +830.2% | -728.3% | +71.5% |
| 5Y | +134.6% | +397.1% | -262.5% | +102.8% |
| 10Y | +440.4% | +1,317.7% | -877.3% | +327.6% |
| All | +9,012.8% | +67,292.0% | -58,279.2% | +6,212.3% |
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 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