+82.7%
WULF vs CBRE
+407.4%
-324.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.0% |
| 7D | +1.4% | -5.0% | +6.4% | +3.3% |
| 30D | -2.6% | -4.7% | +2.1% | -1.2% |
| 3M | -34.0% | +6.5% | -40.5% | -36.3% |
| 6M | +10.0% | +6.1% | +3.9% | +6.4% |
| YTD | +45.7% | -12.6% | +58.3% | +50.6% |
| 1Y | +57.3% | -15.3% | +72.6% | +64.3% |
| 3Y | +878.9% | +64.6% | +814.3% | +724.6% |
| 5Y | -28.3% | +45.0% | -73.3% | -39.6% |
| All | +82.7% | +407.4% | -324.8% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling