-22.1%
WULF vs CBRE
-6.2%
-15.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.1% | -10.7% | -7.4% |
| 7D | -12.8% | +14.1% | -26.9% | -15.7% |
| 30D | -20.9% | +9.0% | -29.9% | -22.4% |
| 3M | -38.0% | -6.6% | -31.4% | -37.4% |
| 6M | -47.5% | +0.8% | -48.3% | -48.0% |
| YTD | +1.8% | -12.2% | +14.1% | +3.6% |
| 1Y | -22.1% | -6.8% | -15.2% | -22.5% |
| All | -22.1% | -6.2% | -15.9% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling