+1,247.1%
WEC vs CBRE
+2,234.5%
-987.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.3% | -2.0% | +1.7% | -0.1% |
| 30D | -1.3% | -2.2% | +0.9% | -1.1% |
| 3M | -3.9% | +12.9% | -16.8% | -5.3% |
| 6M | -8.3% | +4.3% | -12.6% | -9.0% |
| YTD | +3.1% | -8.0% | +11.1% | +3.5% |
| 1Y | +1.9% | -8.6% | +10.5% | +2.3% |
| 3Y | +41.9% | +71.9% | -30.0% | +31.9% |
| 5Y | +30.8% | +50.0% | -19.2% | +22.4% |
| 10Y | +141.9% | +390.1% | -248.1% | +96.9% |
| All | +1,247.1% | +2,234.5% | -987.4% | +750.6% |
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