+66.7%
CBRE vs WSM
+232.4%
-165.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | -1.5% | +2.6% | -4.1% | -2.2% |
| 30D | -4.0% | -9.5% | +5.5% | -1.4% |
| 3M | +8.0% | +12.9% | -4.9% | +4.5% |
| 6M | +4.0% | +23.0% | -19.1% | -1.9% |
| YTD | -11.5% | +28.9% | -40.4% | -17.3% |
| 1Y | -13.0% | +13.7% | -26.7% | -16.4% |
| All | +66.7% | +232.4% | -165.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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