+2,100.2%
CBRE vs WWD
+3,497.0%
-1,396.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.0% |
| 7D | -4.6% | +3.7% | -8.4% | -7.0% |
| 30D | +3.0% | +1.8% | +1.2% | +1.3% |
| 3M | -8.7% | -5.0% | -3.8% | -6.6% |
| 6M | -7.9% | -8.4% | +0.5% | -5.1% |
| YTD | -16.3% | +12.3% | -28.6% | -26.7% |
| 1Y | -13.1% | +26.2% | -39.4% | -30.3% |
| 3Y | +83.1% | +154.6% | -71.5% | -13.9% |
| 5Y | +27.7% | +195.3% | -167.5% | -48.0% |
| 10Y | +386.9% | +466.3% | -79.4% | +7.3% |
| All | +2,100.2% | +3,497.0% | -1,396.8% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling