+42.3%
CBRE vs WU
-51.4%
+93.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.5% |
| 7D | -1.7% | -4.9% | +3.3% | +0.1% |
| 30D | -3.0% | -1.3% | -1.7% | -2.5% |
| 3M | +2.6% | -3.6% | +6.2% | +2.5% |
| 6M | +2.0% | -24.3% | +26.3% | +11.2% |
| YTD | -13.1% | -21.1% | +8.0% | -6.8% |
| 1Y | -13.8% | -10.3% | -3.5% | -12.7% |
| 3Y | +63.9% | -28.4% | +92.2% | +77.8% |
| 5Y | +42.3% | -51.2% | +93.5% | +76.0% |
| All | +42.3% | -51.4% | +93.7% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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