+2,066.3%
WELL vs CBRE
+2,234.5%
-168.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.2% |
| 30D | -0.1% | -2.2% | +2.1% | +0.4% |
| 3M | +18.0% | +12.9% | +5.1% | +13.1% |
| 6M | +15.0% | +4.3% | +10.7% | +12.5% |
| YTD | +28.6% | -8.0% | +36.7% | +29.5% |
| 1Y | +42.9% | -8.6% | +51.5% | +43.9% |
| 3Y | +203.0% | +71.9% | +131.1% | +145.0% |
| 5Y | +206.9% | +50.0% | +156.9% | +155.5% |
| 10Y | +339.5% | +390.1% | -50.6% | +156.3% |
| All | +2,066.3% | +2,234.5% | -168.2% | +573.6% |
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