+1,172.8%
ARES vs WAB
+326.6%
+846.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | +1.9% |
| 7D | +5.0% | +4.0% | +1.0% | +3.1% |
| 30D | +19.1% | +4.5% | +14.6% | +16.5% |
| 3M | +3.1% | +2.3% | +0.8% | +1.7% |
| 6M | +12.9% | +12.5% | +0.4% | +6.1% |
| YTD | -10.7% | +40.2% | -50.8% | -24.5% |
| 1Y | -5.5% | +45.2% | -50.8% | -21.5% |
| 3Y | +45.0% | +171.8% | -126.8% | -7.0% |
| 5Y | +87.4% | +217.6% | -130.2% | +12.8% |
| 10Y | +1,267.4% | +285.3% | +982.1% | +584.5% |
| All | +1,172.8% | +326.6% | +846.2% | +532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling