+27.3%
CBRE vs WST
+1.0%
+26.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -1.8% | +4.2% | -6.0% | -2.6% |
| 30D | +3.3% | +11.2% | -7.9% | +1.2% |
| 3M | -12.4% | +20.4% | -32.7% | -15.5% |
| 6M | -5.4% | +37.9% | -43.2% | -11.3% |
| YTD | -17.2% | +51.8% | -69.0% | -24.3% |
| 1Y | -13.1% | +56.6% | -69.7% | -21.0% |
| 3Y | +81.6% | +24.2% | +57.3% | +60.2% |
| All | +27.3% | +1.0% | +26.3% | +12.9% |
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