+2,115.4%
CBRE vs WWD
+3,271.4%
-1,155.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -2.8% |
| 7D | +5.2% | +4.2% | +1.0% | +2.2% |
| 30D | +6.2% | -2.1% | +8.4% | +7.2% |
| 3M | -8.1% | -13.2% | +5.1% | -0.2% |
| 6M | -6.6% | -16.9% | +10.2% | +2.4% |
| YTD | -15.7% | +5.2% | -21.0% | -23.0% |
| 1Y | -9.7% | +20.6% | -30.2% | -25.4% |
| 3Y | +80.4% | +146.3% | -65.9% | -13.4% |
| 5Y | +27.0% | +171.3% | -144.3% | -45.3% |
| 10Y | +412.9% | +471.3% | -58.4% | +11.7% |
| All | +2,115.4% | +3,271.4% | -1,155.9% | +72.3% |
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 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