+130.1%
WDAY vs CBRE
+388.5%
-258.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.4% |
| 7D | -4.6% | -0.5% | -4.0% | -4.4% |
| 30D | +1.2% | +3.1% | -1.8% | -0.6% |
| 3M | +2.6% | -6.4% | +8.9% | +5.2% |
| 6M | +47.8% | -7.9% | +55.7% | +52.4% |
| YTD | -12.1% | -16.2% | +4.1% | -6.2% |
| 1Y | -17.1% | -11.2% | -5.9% | -13.9% |
| 3Y | -17.9% | +83.4% | -101.3% | -40.7% |
| 5Y | -35.1% | +28.4% | -63.5% | -46.0% |
| 10Y | +130.1% | +386.8% | -256.7% | +25.3% |
| All | +130.1% | +388.5% | -258.4% | +25.3% |
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