+57.3%
WULF vs CBRE
-14.0%
+71.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.3% |
| 7D | +1.4% | -5.0% | +6.4% | +2.3% |
| 30D | -2.6% | -4.7% | +2.1% | -2.1% |
| 3M | -34.0% | +6.5% | -40.5% | -36.0% |
| 6M | +10.0% | +6.1% | +3.9% | +7.4% |
| YTD | +45.7% | -12.6% | +58.3% | +49.3% |
| 1Y | +57.3% | -15.3% | +72.6% | +62.4% |
| All | +57.3% | -14.0% | +71.3% | +62.4% |
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 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