+26.6%
WAT vs CBRE
-9.3%
+35.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.7% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | +9.9% | +5.6% | +4.3% | +8.4% |
| 3M | +17.2% | -6.8% | +23.9% | +19.3% |
| 6M | +34.2% | -5.6% | +39.8% | +37.3% |
| YTD | +25.5% | -14.1% | +39.6% | +25.7% |
| All | +26.6% | -9.3% | +35.9% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling