+45.0%
CBRE vs WWD
+192.7%
-147.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -4.0% | -6.4% | +2.4% | -1.9% |
| 3M | +8.0% | -5.6% | +13.6% | +9.0% |
| 6M | +4.0% | -9.1% | +13.1% | +5.7% |
| YTD | -11.5% | +12.5% | -24.0% | -17.8% |
| 1Y | -13.0% | +41.3% | -54.3% | -27.1% |
| 3Y | +66.9% | +170.2% | -103.3% | 0.0% |
| All | +45.0% | +192.7% | -147.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling