+336.4%
WM vs CBRE
+397.3%
-60.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +1.2% | +5.2% | -4.0% | +0.1% |
| 30D | +13.1% | +6.2% | +6.8% | +11.4% |
| 3M | +3.6% | -8.1% | +11.7% | +5.1% |
| 6M | +8.1% | -6.6% | +14.7% | +9.0% |
| YTD | +8.9% | -15.7% | +24.6% | +11.5% |
| 1Y | +20.3% | -9.7% | +30.0% | +21.2% |
| 3Y | +46.2% | +80.4% | -34.2% | +21.8% |
| 5Y | +59.9% | +27.0% | +32.9% | +43.3% |
| All | +336.4% | +397.3% | -60.9% | +177.9% |
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