+1,157.4%
ARES vs WAB
+335.2%
+822.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.8% | +3.1% | -2.4% | -0.7% |
| 30D | +16.7% | +6.4% | +10.3% | +13.2% |
| 3M | -2.6% | +2.2% | -4.8% | -3.9% |
| 6M | +13.0% | +13.7% | -0.7% | +5.7% |
| YTD | -11.7% | +43.0% | -54.7% | -26.1% |
| 1Y | -6.7% | +47.0% | -53.6% | -22.9% |
| 3Y | +40.5% | +174.4% | -133.9% | -10.3% |
| 5Y | +88.2% | +222.2% | -134.0% | +12.5% |
| 10Y | +1,131.0% | +276.9% | +854.1% | +515.9% |
| All | +1,157.4% | +335.2% | +822.2% | +519.6% |
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 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