-1.3%
CBRE vs WETO
-99.4%
+98.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.1% |
| 7D | -7.2% | -19.9% | +12.6% | -7.4% |
| 30D | -6.4% | -42.7% | +36.2% | -5.7% |
| 3M | +2.9% | -97.7% | +100.6% | +5.0% |
| 6M | +2.5% | -94.4% | +97.0% | +3.2% |
| YTD | -14.2% | -97.0% | +82.8% | -13.1% |
| 1Y | -15.1% | -98.9% | +83.7% | -13.2% |
| All | -1.3% | -99.4% | +98.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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