+83.4%
CBRE vs WCC
+135.5%
-52.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -0.5% | -9.9% | +9.4% | +1.2% |
| 30D | +3.1% | -13.4% | +16.4% | +5.5% |
| 3M | -6.4% | -13.5% | +7.1% | -4.4% |
| 6M | -7.9% | -10.6% | +2.7% | -7.4% |
| YTD | -16.2% | +30.1% | -46.3% | -24.5% |
| 1Y | -11.2% | +22.3% | -33.5% | -18.8% |
| 3Y | +83.4% | +130.3% | -46.9% | +20.2% |
| All | +83.4% | +135.5% | -52.1% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling