+2,115.4%
CBRE vs WST
+5,119.9%
-3,004.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.6% |
| 7D | +5.2% | -3.1% | +8.3% | +6.9% |
| 30D | +6.2% | +9.1% | -2.9% | +1.4% |
| 3M | -8.1% | +14.7% | -22.8% | -14.8% |
| 6M | -6.6% | +28.0% | -34.7% | -18.9% |
| YTD | -15.7% | +45.6% | -61.4% | -32.8% |
| 1Y | -9.7% | +45.7% | -55.3% | -28.1% |
| 3Y | +80.4% | +21.1% | +59.3% | +30.2% |
| 5Y | +27.0% | +0.3% | +26.7% | -3.3% |
| 10Y | +412.9% | +449.0% | -36.1% | -13.1% |
| All | +2,115.4% | +5,119.9% | -3,004.5% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling