+63.3%
WM vs CBRE
+27.7%
+35.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.5% | +1.6% |
| 7D | +4.5% | +6.0% | -1.6% | +3.7% |
| 30D | +16.1% | +4.4% | +11.7% | +15.3% |
| 3M | +8.0% | -9.8% | +17.8% | +9.2% |
| 6M | +8.4% | -4.4% | +12.8% | +8.6% |
| YTD | +11.2% | -15.2% | +26.4% | +12.7% |
| 1Y | +22.3% | -9.1% | +31.5% | +22.7% |
| 3Y | +50.2% | +79.4% | -29.1% | +34.3% |
| 5Y | +63.3% | +27.8% | +35.5% | +55.0% |
| All | +63.3% | +27.7% | +35.6% | +55.0% |
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