+2,066.9%
CBRE vs WCN
+2,567.9%
-501.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.3% |
| 7D | -2.8% | +1.2% | -4.0% | -3.8% |
| 30D | +2.2% | +26.4% | -24.2% | -17.6% |
| 3M | -10.1% | +17.5% | -27.6% | -22.7% |
| 6M | -8.0% | +28.7% | -36.7% | -27.6% |
| YTD | -17.6% | +11.5% | -29.1% | -27.3% |
| 1Y | -14.7% | +15.9% | -30.6% | -27.3% |
| 3Y | +80.4% | +51.6% | +28.8% | +16.2% |
| 5Y | +25.9% | +47.9% | -22.1% | -20.0% |
| 10Y | +379.5% | +322.5% | +57.1% | +3.8% |
| All | +2,066.9% | +2,567.9% | -501.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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