+1,216.2%
WM vs CBRE
+2,234.5%
-1,018.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | -2.0% | +1.7% | 0.0% |
| 30D | -2.4% | -2.2% | -0.2% | -2.1% |
| 3M | +0.4% | +12.9% | -12.5% | -1.5% |
| 6M | -9.5% | +4.3% | -13.8% | -10.4% |
| YTD | +0.5% | -8.0% | +8.6% | +1.1% |
| 1Y | -1.1% | -8.6% | +7.5% | -0.5% |
| 3Y | +46.0% | +71.9% | -25.8% | +31.8% |
| 5Y | +51.8% | +50.0% | +1.8% | +38.4% |
| 10Y | +307.5% | +390.1% | -82.5% | +205.0% |
| All | +1,216.2% | +2,234.5% | -1,018.3% | +644.2% |
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