+50.7%
CBRE vs WCC
+221.7%
-170.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.7% |
| 7D | -2.0% | +4.5% | -6.4% | -3.2% |
| 30D | -2.2% | -5.8% | +3.6% | -0.8% |
| 3M | +12.9% | -3.7% | +16.6% | +12.8% |
| 6M | +4.3% | +23.1% | -18.7% | -4.7% |
| YTD | -8.0% | +44.2% | -52.2% | -20.7% |
| 1Y | -8.6% | +62.1% | -70.7% | -24.9% |
| 3Y | +71.9% | +121.1% | -49.2% | +18.1% |
| All | +50.7% | +221.7% | -170.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling