+81.5%
WAT vs CBRE
+79.1%
+2.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.1% | +5.2% | -6.3% | -3.2% |
| 30D | +5.0% | +6.2% | -1.3% | +2.1% |
| 3M | +14.5% | -8.1% | +22.6% | +17.7% |
| 6M | +30.9% | -6.6% | +37.6% | +33.3% |
| YTD | +20.5% | -15.7% | +36.2% | +26.9% |
| 1Y | +23.3% | -9.7% | +32.9% | +25.2% |
| 3Y | +81.5% | +80.4% | +1.1% | +26.2% |
| All | +81.5% | +79.1% | +2.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling