+42.4%
CBRE vs WTW
+42.3%
+0.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -7.2% | -7.8% | +0.6% | -3.7% |
| 30D | -6.4% | -7.9% | +1.5% | -2.9% |
| 3M | +2.9% | +19.9% | -17.0% | -5.4% |
| 6M | +2.5% | +9.8% | -7.3% | -2.6% |
| YTD | -14.2% | -3.3% | -10.8% | -14.0% |
| 1Y | -15.1% | -3.3% | -11.9% | -15.2% |
| 3Y | +61.9% | +61.5% | +0.3% | +16.0% |
| 5Y | +42.4% | +42.6% | -0.2% | +5.7% |
| All | +42.4% | +42.3% | +0.1% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling