+843.9%
WULF vs CBRE
+61.2%
+782.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -4.9% |
| 7D | -0.6% | -7.2% | +6.7% | +4.7% |
| 30D | -3.6% | -6.4% | +2.8% | 0.0% |
| 3M | -30.4% | +2.9% | -33.3% | -34.1% |
| 6M | +12.5% | +2.5% | +9.9% | +6.6% |
| YTD | +40.5% | -14.2% | +54.6% | +50.8% |
| 1Y | +53.0% | -15.1% | +68.1% | +64.6% |
| All | +843.9% | +61.2% | +782.7% | +413.0% |
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 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