+211.0%
WELL vs CBRE
+45.8%
+165.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.2% | +1.5% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | +0.5% | -4.0% | +4.5% | +1.5% |
| 3M | +19.1% | +8.0% | +11.1% | +15.8% |
| 6M | +17.0% | +4.0% | +13.0% | +14.5% |
| YTD | +29.2% | -11.5% | +40.7% | +31.7% |
| 1Y | +42.1% | -13.0% | +55.2% | +45.4% |
| 3Y | +204.5% | +66.9% | +137.7% | +135.0% |
| 5Y | +211.0% | +45.0% | +165.9% | +145.5% |
| All | +211.0% | +45.8% | +165.2% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling