+50.9%
CBRE vs WST
-25.7%
+76.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -2.2% | -3.1% | +1.0% | -1.6% |
| 3M | +12.9% | +7.2% | +5.7% | +11.3% |
| 6M | +4.3% | +36.8% | -32.5% | -2.3% |
| YTD | -8.0% | +23.8% | -31.9% | -12.3% |
| 1Y | -8.6% | +37.8% | -46.3% | -14.8% |
| 3Y | +71.9% | -15.9% | +87.8% | +69.7% |
| All | +50.9% | -25.7% | +76.6% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling