+999.8%
ARES vs WAB
+282.7%
+717.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -2.4% | -4.6% | +2.2% | -0.2% |
| 3M | +3.9% | +5.6% | -1.7% | +0.6% |
| 6M | +26.4% | +13.8% | +12.6% | +17.3% |
| YTD | -14.9% | +31.9% | -46.7% | -26.7% |
| 1Y | -20.4% | +48.3% | -68.7% | -35.4% |
| 3Y | +38.8% | +167.1% | -128.4% | -13.4% |
| 5Y | +97.0% | +222.9% | -125.9% | +13.6% |
| 10Y | +999.8% | +289.9% | +709.9% | +427.6% |
| All | +999.8% | +282.7% | +717.1% | +427.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling