+1,545.3%
WMB vs CBRE
+2,039.6%
-494.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -13.8% | +5.2% | -19.0% | -15.3% |
| 30D | -10.3% | +6.2% | -16.6% | -12.5% |
| 3M | -10.1% | -8.1% | -2.0% | -8.6% |
| 6M | -11.8% | -6.6% | -5.2% | -11.4% |
| YTD | +8.9% | -15.7% | +24.7% | +11.7% |
| 1Y | +14.0% | -9.7% | +23.6% | +14.2% |
| 3Y | +100.5% | +80.4% | +20.1% | +57.9% |
| 5Y | +179.5% | +27.0% | +152.5% | +141.0% |
| 10Y | +272.7% | +412.9% | -140.2% | +103.3% |
| All | +1,545.3% | +2,039.6% | -494.3% | +357.7% |
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