+234.8%
WAT vs CBRE
+421.6%
-186.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.4% |
| 7D | +6.0% | +1.0% | +5.0% | +5.6% |
| 30D | +9.9% | +5.6% | +4.3% | +7.1% |
| 3M | +17.2% | -6.8% | +23.9% | +19.6% |
| 6M | +34.2% | -5.6% | +39.8% | +35.5% |
| YTD | +25.5% | -14.1% | +39.6% | +30.6% |
| 1Y | +28.3% | -9.5% | +37.7% | +30.5% |
| 3Y | +88.4% | +91.8% | -3.4% | +39.1% |
| 5Y | +36.1% | +30.3% | +5.8% | +14.4% |
| 10Y | +234.8% | +406.9% | -172.1% | +84.9% |
| All | +234.8% | +421.6% | -186.8% | +84.9% |
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