+203.3%
WELL vs CBRE
+73.2%
+130.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.5% |
| 30D | -0.1% | -2.2% | +2.1% | +0.2% |
| 3M | +18.0% | +12.9% | +5.1% | +15.0% |
| 6M | +15.0% | +4.3% | +10.7% | +13.4% |
| YTD | +28.6% | -8.0% | +36.7% | +29.3% |
| 1Y | +42.9% | -8.6% | +51.5% | +43.7% |
| All | +203.3% | +73.2% | +130.1% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling