+394.6%
CBRE vs WST
+322.7%
+72.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -2.2% | -3.1% | +1.0% | -1.4% |
| 3M | +12.9% | +7.2% | +5.7% | +10.8% |
| 6M | +4.3% | +36.8% | -32.5% | -4.3% |
| YTD | -8.0% | +23.8% | -31.9% | -13.6% |
| 1Y | -8.6% | +37.8% | -46.3% | -16.7% |
| 3Y | +71.9% | -15.9% | +87.8% | +67.7% |
| 5Y | +50.0% | -25.8% | +75.8% | +46.7% |
| All | +394.6% | +322.7% | +72.0% | +133.8% |
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