+42.3%
CBRE vs WSM
+182.5%
-140.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.7% | +2.6% | -4.3% | -2.4% |
| 30D | -3.0% | -9.3% | +6.3% | -0.1% |
| 3M | +2.6% | +7.1% | -4.5% | +0.3% |
| 6M | +2.0% | +21.7% | -19.7% | -4.3% |
| YTD | -13.1% | +28.7% | -41.9% | -19.8% |
| 1Y | -13.8% | +13.9% | -27.7% | -17.8% |
| 3Y | +63.9% | +232.2% | -168.3% | +5.7% |
| 5Y | +42.3% | +176.4% | -134.1% | -9.9% |
| All | +42.3% | +182.5% | -140.2% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling