+3,797.5%
WAB vs CBRE
+2,024.9%
+1,772.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.1% | -4.6% | +7.7% | +4.8% |
| 30D | +6.4% | +3.0% | +3.5% | +5.2% |
| 3M | +2.2% | -8.7% | +10.9% | +4.7% |
| 6M | +13.7% | -7.9% | +21.6% | +15.5% |
| YTD | +43.0% | -16.3% | +59.3% | +48.5% |
| 1Y | +47.0% | -13.1% | +60.1% | +50.7% |
| 3Y | +174.4% | +83.1% | +91.3% | +115.8% |
| 5Y | +222.2% | +27.7% | +194.5% | +182.3% |
| 10Y | +276.9% | +386.9% | -110.0% | +113.6% |
| All | +3,797.5% | +2,024.9% | +1,772.5% | +1,044.6% |
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