-7.9%
CBRE vs WU
-20.7%
+12.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.6% |
| 7D | -4.6% | +2.1% | -6.8% | -5.3% |
| 30D | +3.0% | +10.1% | -7.2% | +0.3% |
| 3M | -8.7% | -1.1% | -7.6% | -9.1% |
| 6M | -7.9% | -19.8% | +11.9% | -5.4% |
| All | -7.9% | -20.7% | +12.8% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling