+3,524.3%
WAB vs CBRE
+2,234.5%
+1,289.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | -4.4% | -2.2% | -2.3% | -4.0% |
| 3M | +7.9% | +12.9% | -5.0% | +2.9% |
| 6M | +8.7% | +4.3% | +4.4% | +6.3% |
| YTD | +33.0% | -8.0% | +41.0% | +34.3% |
| 1Y | +46.7% | -8.6% | +55.2% | +48.1% |
| 3Y | +153.0% | +71.9% | +81.1% | +103.5% |
| 5Y | +222.3% | +50.0% | +172.3% | +168.7% |
| 10Y | +291.0% | +390.1% | -99.1% | +121.0% |
| All | +3,524.3% | +2,234.5% | +1,289.8% | +935.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling