+302.1%
WDAY vs CBRE
+677.3%
-375.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.1% |
| 7D | -4.4% | -2.0% | -2.4% | -3.5% |
| 30D | +14.7% | -2.2% | +16.9% | +16.1% |
| 3M | +32.4% | +12.9% | +19.5% | +25.5% |
| 6M | +36.9% | +4.3% | +32.6% | +33.7% |
| YTD | -8.8% | -8.0% | -0.8% | -6.1% |
| 1Y | -15.3% | -8.6% | -6.7% | -12.7% |
| 3Y | -21.2% | +71.9% | -93.1% | -41.9% |
| 5Y | -29.5% | +50.0% | -79.5% | -45.5% |
| 10Y | +120.0% | +390.1% | -270.0% | -12.8% |
| All | +302.1% | +677.3% | -375.2% | +38.1% |
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 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