+302.1%
WMB vs CBRE
+378.3%
-76.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.0% | +3.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +7.7% | -4.0% | +11.7% | +8.9% |
| 3M | +6.7% | +8.0% | -1.3% | +2.4% |
| 6M | +3.6% | +4.0% | -0.3% | +0.4% |
| YTD | +28.0% | -11.5% | +39.5% | +30.4% |
| 1Y | +37.6% | -13.0% | +50.6% | +40.8% |
| 3Y | +149.0% | +66.9% | +82.1% | +84.6% |
| 5Y | +285.3% | +45.0% | +240.3% | +194.5% |
| 10Y | +302.1% | +385.0% | -83.0% | +68.8% |
| All | +302.1% | +378.3% | -76.3% | +68.8% |
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