+263.4%
CBRE vs WING
+656.3%
-393.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +5.2% | +9.0% | -3.9% | +3.4% |
| 30D | +6.2% | +39.9% | -33.7% | -0.8% |
| 3M | -8.1% | +40.4% | -48.5% | -14.8% |
| 6M | -6.6% | +12.9% | -19.5% | -10.5% |
| YTD | -15.7% | -31.1% | +15.4% | -11.5% |
| 1Y | -9.7% | -32.7% | +23.1% | -4.9% |
| 3Y | +80.4% | -19.8% | +100.2% | +71.8% |
| 5Y | +27.0% | +4.0% | +23.1% | +8.5% |
| 10Y | +412.9% | +684.4% | -271.5% | +142.6% |
| All | +263.4% | +656.3% | -393.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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