+398.6%
CBRE vs WST
+441.1%
-42.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | +5.2% | -3.1% | +8.3% | +6.0% |
| 30D | +6.2% | +9.1% | -2.9% | +4.0% |
| 3M | -8.1% | +14.7% | -22.8% | -11.3% |
| 6M | -6.6% | +28.0% | -34.7% | -12.5% |
| YTD | -15.7% | +45.6% | -61.4% | -24.0% |
| 1Y | -9.7% | +45.7% | -55.3% | -18.6% |
| 3Y | +80.4% | +21.1% | +59.3% | +56.6% |
| 5Y | +27.0% | +0.3% | +26.7% | +13.6% |
| All | +398.6% | +441.1% | -42.6% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling