+960.6%
WAT vs CBRE
+2,024.9%
-1,064.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.7% | -4.6% | +5.3% | +1.7% |
| 30D | +9.0% | +3.0% | +6.0% | +8.1% |
| 3M | +13.5% | -8.7% | +22.2% | +15.3% |
| 6M | +35.3% | -7.9% | +43.2% | +36.8% |
| YTD | +24.0% | -16.3% | +40.3% | +27.5% |
| 1Y | +22.0% | -13.1% | +35.1% | +24.4% |
| 3Y | +84.0% | +83.1% | +0.9% | +60.8% |
| 5Y | +34.4% | +27.7% | +6.6% | +25.3% |
| 10Y | +231.4% | +386.9% | -155.5% | +137.1% |
| All | +960.6% | +2,024.9% | -1,064.4% | +454.9% |
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 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