+455.3%
WELL vs CBRE
+421.6%
+33.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | 0.0% |
| 7D | +3.5% | +1.0% | +2.5% | +3.0% |
| 30D | +9.7% | +5.6% | +4.1% | +6.5% |
| 3M | +4.8% | -6.8% | +11.6% | +7.3% |
| 6M | +16.1% | -5.6% | +21.7% | +17.3% |
| YTD | +34.7% | -14.1% | +48.8% | +39.5% |
| 1Y | +31.9% | -9.5% | +41.4% | +32.6% |
| 3Y | +209.9% | +91.8% | +118.1% | +97.2% |
| 5Y | +226.5% | +30.3% | +196.2% | +151.1% |
| 10Y | +455.3% | +406.9% | +48.4% | +132.4% |
| All | +455.3% | +421.6% | +33.7% | +132.4% |
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