+298.2%
WBD vs CBRE
+900.8%
-602.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -1.3% |
| 30D | +8.8% | -2.2% | +11.0% | +9.2% |
| 3M | +4.6% | +12.9% | -8.3% | +0.7% |
| 6M | +1.1% | +4.3% | -3.2% | -0.9% |
| YTD | -2.0% | -8.0% | +6.1% | -1.2% |
| 1Y | +140.0% | -8.6% | +148.6% | +141.9% |
| 3Y | +144.4% | +71.9% | +72.5% | +108.3% |
| 5Y | -0.2% | +50.0% | -50.2% | -11.6% |
| 10Y | +9.1% | +390.1% | -380.9% | -28.5% |
| All | +298.2% | +900.8% | -602.6% | +70.8% |
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