+99.4%
WMT vs CBRE
+63.2%
+36.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -0.2% | -1.7% | +1.4% | -0.1% |
| 30D | -5.8% | -3.0% | -2.9% | -5.5% |
| 3M | -10.8% | +2.6% | -13.4% | -11.1% |
| 6M | -14.3% | +2.0% | -16.3% | -14.7% |
| YTD | -4.4% | -13.1% | +8.7% | -3.3% |
| 1Y | +4.3% | -13.8% | +18.2% | +5.6% |
| All | +99.4% | +63.2% | +36.2% | +86.4% |
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