+2,317.2%
CBRE vs WSM
+2,185.6%
+131.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.7% |
| 7D | -2.0% | -3.3% | +1.3% | -0.3% |
| 30D | -2.2% | -8.4% | +6.2% | +2.2% |
| 3M | +12.9% | +9.7% | +3.3% | +7.1% |
| 6M | +4.3% | +16.7% | -12.4% | -4.7% |
| YTD | -8.0% | +28.7% | -36.7% | -20.3% |
| 1Y | -8.6% | +13.7% | -22.2% | -16.2% |
| 3Y | +71.9% | +230.1% | -158.2% | -21.3% |
| 5Y | +50.0% | +179.0% | -128.9% | -31.7% |
| 10Y | +390.1% | +1,002.5% | -612.5% | -28.6% |
| All | +2,317.2% | +2,185.6% | +131.6% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling