+401.2%
CBRE vs WCC
+506.2%
-105.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -1.7% | +6.8% | -8.5% | -4.0% |
| 30D | -3.0% | -3.0% | +0.1% | -2.3% |
| 3M | +2.6% | +0.2% | +2.4% | +0.9% |
| 6M | +2.0% | +33.2% | -31.2% | -10.8% |
| YTD | -13.1% | +45.8% | -58.9% | -27.1% |
| 1Y | -13.8% | +68.4% | -82.2% | -32.2% |
| 3Y | +63.9% | +131.1% | -67.3% | +6.4% |
| 5Y | +42.3% | +225.6% | -183.3% | -24.3% |
| 10Y | +401.2% | +534.2% | -133.0% | +65.2% |
| All | +401.2% | +506.2% | -105.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling