-5.3%
ARES vs WAT
+26.7%
-32.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +8.1% | +3.4% | +4.7% | +7.2% |
| 30D | +18.9% | +9.6% | +9.3% | +15.8% |
| 3M | +2.3% | +15.5% | -13.1% | -1.9% |
| 6M | +12.7% | +33.9% | -21.2% | +3.3% |
| YTD | -10.8% | +25.2% | -36.0% | -21.6% |
| 1Y | -5.3% | +26.3% | -31.6% | -16.7% |
| All | -5.3% | +26.7% | -32.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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