+130.8%
WMT vs CBRE
+42.7%
+88.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -0.2% | -1.7% | +1.4% | 0.0% |
| 30D | -5.8% | -3.0% | -2.9% | -5.5% |
| 3M | -10.8% | +2.6% | -13.4% | -11.2% |
| 6M | -14.3% | +2.0% | -16.3% | -14.8% |
| YTD | -4.4% | -13.1% | +8.7% | -3.1% |
| 1Y | +4.3% | -13.8% | +18.2% | +5.8% |
| 3Y | +100.1% | +63.9% | +36.2% | +81.6% |
| 5Y | +130.8% | +42.3% | +88.5% | +110.0% |
| All | +130.8% | +42.7% | +88.1% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling