+93.5%
ARES vs NWSA
+39.0%
+54.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.3% |
| 7D | -7.7% | -4.8% | -2.9% | -4.7% |
| 30D | -8.7% | +3.0% | -11.7% | -10.5% |
| 3M | +2.8% | +9.3% | -6.5% | -3.8% |
| 6M | +23.1% | +23.2% | -0.1% | +5.8% |
| YTD | -17.3% | +13.3% | -30.6% | -24.9% |
| 1Y | -24.3% | +2.9% | -27.2% | -26.6% |
| 3Y | +34.9% | +43.3% | -8.4% | +4.9% |
| 5Y | +93.5% | +40.9% | +52.6% | +45.7% |
| All | +93.5% | +39.0% | +54.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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