+49.3%
WM vs CBRE
+80.2%
-30.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.5% | +1.5% |
| 7D | +4.5% | +6.0% | -1.6% | +4.0% |
| 30D | +16.1% | +4.4% | +11.7% | +15.5% |
| 3M | +8.0% | -9.8% | +17.8% | +8.7% |
| 6M | +8.4% | -4.4% | +12.8% | +8.5% |
| YTD | +11.2% | -15.2% | +26.4% | +11.9% |
| 1Y | +22.3% | -9.1% | +31.5% | +22.3% |
| All | +49.3% | +80.2% | -30.9% | +49.4% |
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