-6.9%
ARES vs WAB
+46.5%
-53.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.8% |
| 7D | +10.5% | +4.5% | +6.0% | +9.1% |
| 30D | +16.8% | +1.1% | +15.8% | +16.4% |
| 3M | -3.2% | -1.3% | -2.0% | -3.0% |
| 6M | +16.4% | +12.7% | +3.7% | +12.2% |
| YTD | -12.4% | +38.7% | -51.1% | -26.3% |
| 1Y | -6.9% | +44.9% | -51.8% | -24.1% |
| All | -6.9% | +46.5% | -53.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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