+356.5%
WELL vs CBRE
+381.8%
-25.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -1.1% | -1.7% | +0.5% | -0.5% |
| 30D | +0.7% | -3.0% | +3.7% | +1.7% |
| 3M | +14.5% | +2.6% | +11.9% | +12.1% |
| 6M | +14.4% | +2.0% | +12.4% | +11.5% |
| YTD | +28.5% | -13.1% | +41.6% | +33.0% |
| 1Y | +41.8% | -13.8% | +55.6% | +46.8% |
| 3Y | +202.8% | +63.9% | +138.9% | +112.0% |
| 5Y | +208.8% | +42.3% | +166.5% | +126.1% |
| 10Y | +356.5% | +401.2% | -44.7% | +91.5% |
| All | +356.5% | +381.8% | -25.3% | +91.5% |
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 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