+1,164.6%
ARES vs NWSA
+101.7%
+1,062.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -1.7% | -1.9% | +0.2% | -0.7% |
| 30D | +0.3% | +4.6% | -4.3% | -2.0% |
| 3M | +8.5% | +13.2% | -4.8% | +1.3% |
| 6M | +23.5% | +27.0% | -3.5% | +8.7% |
| YTD | -11.2% | +16.8% | -28.1% | -18.7% |
| 1Y | -19.3% | +4.5% | -23.8% | -21.9% |
| 3Y | +48.7% | +46.2% | +2.4% | +23.0% |
| 5Y | +106.5% | +40.9% | +65.6% | +70.7% |
| 10Y | +1,055.3% | +145.1% | +910.2% | +589.5% |
| All | +1,164.6% | +101.7% | +1,062.9% | +645.3% |
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