+1,359.3%
WDC vs CBRE
+67.4%
+1,291.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.8% |
| 7D | +6.0% | -1.5% | +7.5% | +6.2% |
| 30D | +9.9% | -4.0% | +13.9% | +10.5% |
| 3M | -9.4% | +8.0% | -17.4% | -12.2% |
| 6M | +94.7% | +4.0% | +90.7% | +90.3% |
| YTD | +177.3% | -11.5% | +188.8% | +183.2% |
| 1Y | +412.4% | -13.0% | +425.4% | +424.9% |
| 3Y | +1,359.3% | +66.9% | +1,292.4% | +1,104.3% |
| All | +1,359.3% | +67.4% | +1,291.9% | +1,104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling