-13.1%
CBRE vs WWD
+21.4%
-34.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -1.8% | +4.0% | -5.7% | -2.5% |
| 30D | +3.3% | +0.4% | +2.9% | +3.0% |
| 3M | -12.4% | -7.9% | -4.4% | -11.6% |
| 6M | -5.4% | -10.6% | +5.3% | -5.1% |
| YTD | -17.2% | +9.4% | -26.6% | -18.7% |
| 1Y | -13.1% | +25.7% | -38.8% | -17.3% |
| All | -13.1% | +21.4% | -34.5% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling