+1,157.4%
ARES vs NWSA
+78.7%
+1,078.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +0.8% | -12.2% | +13.0% | +6.9% |
| 30D | +16.7% | -8.7% | +25.4% | +21.5% |
| 3M | -2.6% | -6.0% | +3.3% | -0.3% |
| 6M | +13.0% | -0.3% | +13.3% | +11.7% |
| YTD | -11.7% | +3.5% | -15.2% | -14.6% |
| 1Y | -6.7% | +0.8% | -7.4% | -8.5% |
| 3Y | +40.5% | +31.1% | +9.4% | +22.1% |
| 5Y | +88.2% | +18.8% | +69.4% | +67.8% |
| 10Y | +1,131.0% | +147.9% | +983.1% | +650.2% |
| All | +1,157.4% | +78.7% | +1,078.7% | +682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling