+100.5%
WMB vs CBRE
+79.1%
+21.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -13.8% | +5.2% | -19.0% | -14.3% |
| 30D | -10.3% | +6.2% | -16.6% | -11.0% |
| 3M | -10.1% | -8.1% | -2.0% | -9.3% |
| 6M | -11.8% | -6.6% | -5.2% | -11.4% |
| YTD | +8.9% | -15.7% | +24.7% | +10.5% |
| 1Y | +14.0% | -9.7% | +23.6% | +13.5% |
| 3Y | +100.5% | +80.4% | +20.1% | +68.3% |
| All | +100.5% | +79.1% | +21.4% | +68.3% |
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