+401.2%
CBRE vs WWD
+479.8%
-78.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -3.0% | -5.1% | +2.1% | -0.7% |
| 3M | +2.6% | -11.2% | +13.9% | +7.2% |
| 6M | +2.0% | -12.0% | +14.0% | +6.0% |
| YTD | -13.1% | +12.0% | -25.1% | -20.8% |
| 1Y | -13.8% | +42.8% | -56.6% | -31.5% |
| 3Y | +63.9% | +168.9% | -105.1% | -11.2% |
| 5Y | +42.3% | +192.2% | -149.9% | -28.6% |
| 10Y | +401.2% | +495.3% | -94.1% | +60.0% |
| All | +401.2% | +479.8% | -78.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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