+1,606.2%
WMB vs CBRE
+2,081.6%
-475.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.1% |
| 7D | -6.7% | +1.0% | -7.7% | -7.0% |
| 30D | -8.6% | +5.6% | -14.2% | -10.6% |
| 3M | -4.9% | -6.8% | +1.8% | -3.8% |
| 6M | -6.3% | -5.6% | -0.7% | -6.1% |
| YTD | +13.0% | -14.1% | +27.0% | +15.1% |
| 1Y | +14.9% | -9.5% | +24.4% | +15.1% |
| 3Y | +113.4% | +91.8% | +21.6% | +64.9% |
| 5Y | +190.2% | +30.3% | +159.8% | +148.2% |
| 10Y | +259.9% | +406.9% | -147.0% | +96.9% |
| All | +1,606.2% | +2,081.6% | -475.4% | +371.9% |
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