+102.6%
ARES vs WAB
+231.1%
-128.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -0.3% | +1.7% | -2.0% | -1.5% |
| 30D | +1.3% | -2.4% | +3.7% | +3.0% |
| 3M | +10.4% | +9.7% | +0.7% | +2.3% |
| 6M | +29.0% | +16.5% | +12.5% | +12.9% |
| YTD | -12.2% | +33.7% | -45.9% | -31.3% |
| 1Y | -18.4% | +49.7% | -68.1% | -41.8% |
| 3Y | +43.2% | +170.9% | -127.8% | -34.9% |
| 5Y | +102.6% | +228.0% | -125.5% | -22.2% |
| All | +102.6% | +231.1% | -128.5% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling