+80.8%
CBRE vs WST
+22.8%
+58.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +4.9% | -7.7% | -3.2% |
| 30D | +2.2% | +10.7% | -8.5% | +1.3% |
| 3M | -10.1% | +16.8% | -26.9% | -11.4% |
| 6M | -8.0% | +32.0% | -40.0% | -10.3% |
| YTD | -17.6% | +49.9% | -67.5% | -20.8% |
| 1Y | -14.7% | +50.6% | -65.3% | -18.1% |
| All | +80.8% | +22.8% | +58.0% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling