+1,356.5%
WM vs CBRE
+2,052.9%
-696.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.5% | +1.7% |
| 7D | +4.5% | +6.0% | -1.6% | +3.5% |
| 30D | +16.1% | +4.4% | +11.7% | +15.2% |
| 3M | +8.0% | -9.8% | +17.8% | +9.4% |
| 6M | +8.4% | -4.4% | +12.8% | +8.7% |
| YTD | +11.2% | -15.2% | +26.4% | +13.0% |
| 1Y | +22.3% | -9.1% | +31.5% | +23.0% |
| 3Y | +50.2% | +79.4% | -29.1% | +34.7% |
| 5Y | +63.3% | +27.8% | +35.5% | +52.3% |
| 10Y | +355.0% | +416.1% | -61.1% | +238.3% |
| All | +1,356.5% | +2,052.9% | -696.4% | +732.2% |
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