Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDAY vs CBRE✓SelectedUSD · CBREWDAY vs CBRE performance historyLatest closeAs of-0.12%09/09
Stock and ETF performance explorer

WDAY vs CBRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-31.1%
CBRE return
+42.7%
Excess return
-73.8%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCBREExcessAlpha
1D-0.1%-1.8%+1.7%+0.8%
7D-7.4%-1.7%-5.7%-6.5%
30D+1.0%-3.0%+4.0%+2.8%
3M+32.7%+2.6%+30.0%+31.8%
6M+25.6%+2.0%+23.6%+24.3%
YTD-13.4%-13.1%-0.2%-7.9%
1Y-19.4%-13.8%-5.5%-14.1%
3Y-25.8%+63.9%-89.6%-45.8%
5Y-31.1%+42.3%-73.4%-49.1%
All-31.1%+42.7%-73.8%-49.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling