+642.9%
WDC vs CBRE
+379.0%
+263.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.2% |
| 7D | +12.1% | -1.8% | +13.8% | +13.2% |
| 30D | -18.8% | +3.3% | -22.1% | -20.6% |
| 3M | -39.3% | -12.4% | -27.0% | -35.9% |
| 6M | -40.1% | -5.4% | -34.8% | -40.7% |
| YTD | +71.8% | -17.2% | +89.0% | +80.2% |
| 1Y | +88.5% | -13.1% | +101.6% | +91.5% |
| 3Y | +770.0% | +81.6% | +688.4% | +435.3% |
| 5Y | +549.0% | +26.4% | +522.6% | +392.9% |
| All | +642.9% | +379.0% | +263.8% | +179.7% |
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