+392.5%
CBRE vs WTW
+198.0%
+194.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -5.0% | -5.7% | +0.8% | -2.0% |
| 30D | -4.7% | -7.3% | +2.6% | -0.9% |
| 3M | +6.5% | +21.5% | -14.9% | -4.0% |
| 6M | +6.1% | +9.6% | -3.6% | -0.1% |
| YTD | -12.6% | -3.3% | -9.3% | -12.8% |
| 1Y | -15.3% | -6.1% | -9.2% | -14.2% |
| 3Y | +64.6% | +61.8% | +2.8% | +18.8% |
| 5Y | +45.0% | +42.7% | +2.3% | +11.5% |
| All | +392.5% | +198.0% | +194.5% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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