+222.9%
WAB vs CBRE
+42.7%
+180.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +0.2% | -1.7% | +1.9% | +0.8% |
| 30D | -4.6% | -3.0% | -1.6% | -3.8% |
| 3M | +5.6% | +2.6% | +3.0% | +3.7% |
| 6M | +13.8% | +2.0% | +11.8% | +11.6% |
| YTD | +31.9% | -13.1% | +45.0% | +36.2% |
| 1Y | +48.3% | -13.8% | +62.1% | +53.4% |
| 3Y | +167.1% | +63.9% | +103.3% | +99.5% |
| 5Y | +222.9% | +42.3% | +180.5% | +151.7% |
| All | +222.9% | +42.7% | +180.2% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling