+126.7%
WFC vs CBRE
+45.8%
+81.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.5% | -0.5% |
| 7D | +1.1% | -1.5% | +2.6% | +1.7% |
| 30D | +0.8% | -4.0% | +4.8% | +2.3% |
| 3M | +9.3% | +8.0% | +1.3% | +4.5% |
| 6M | +10.6% | +4.0% | +6.7% | +7.2% |
| YTD | -4.1% | -11.5% | +7.5% | -0.3% |
| 1Y | +13.6% | -13.0% | +26.6% | +18.8% |
| 3Y | +130.7% | +66.9% | +63.8% | +64.4% |
| 5Y | +126.7% | +45.0% | +81.7% | +72.5% |
| All | +126.7% | +45.8% | +81.0% | +72.5% |
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