+261.5%
WAB vs CBRE
+379.0%
-117.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.1% |
| 7D | +5.1% | -1.8% | +6.8% | +6.0% |
| 30D | +4.0% | +3.3% | +0.7% | +2.1% |
| 3M | +0.1% | -12.4% | +12.5% | +5.8% |
| 6M | +12.8% | -5.4% | +18.1% | +13.6% |
| YTD | +40.1% | -17.2% | +57.3% | +48.3% |
| 1Y | +46.4% | -13.1% | +59.5% | +51.0% |
| 3Y | +167.4% | +81.6% | +85.8% | +78.5% |
| 5Y | +215.0% | +26.4% | +188.6% | +150.3% |
| All | +261.5% | +379.0% | -117.5% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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