+1,387.9%
WEC vs CBRE
+2,028.3%
-640.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +12.8% | +3.1% | +9.7% | +12.3% |
| 3M | +11.2% | -6.4% | +17.6% | +11.8% |
| 6M | +6.6% | -7.9% | +14.5% | +7.2% |
| YTD | +13.8% | -16.2% | +30.0% | +15.3% |
| 1Y | +7.6% | -11.2% | +18.9% | +8.3% |
| 3Y | +62.2% | +83.4% | -21.2% | +49.7% |
| 5Y | +52.0% | +28.4% | +23.5% | +44.5% |
| 10Y | +189.4% | +386.8% | -197.4% | +136.0% |
| All | +1,387.9% | +2,028.3% | -640.4% | +848.0% |
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