+31.7%
WEC vs CBRE
+45.8%
-14.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +1.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | +0.3% | -4.0% | +4.3% | +0.9% |
| 3M | -2.9% | +8.0% | -10.9% | -4.4% |
| 6M | -5.9% | +4.0% | -9.9% | -6.9% |
| YTD | +4.1% | -11.5% | +15.7% | +5.4% |
| 1Y | +3.1% | -13.0% | +16.1% | +4.5% |
| 3Y | +40.8% | +66.9% | -26.1% | +22.7% |
| 5Y | +31.7% | +45.0% | -13.3% | +13.5% |
| All | +31.7% | +45.8% | -14.1% | +13.5% |
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