-20.4%
ARES vs WAT
+30.7%
-51.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -2.4% | -1.7% | -0.7% | -2.0% |
| 3M | +3.9% | +9.1% | -5.2% | +1.8% |
| 6M | +26.4% | +32.4% | -6.0% | +17.5% |
| YTD | -14.9% | +6.6% | -21.5% | -20.5% |
| 1Y | -20.4% | +34.7% | -55.1% | -26.7% |
| All | -20.4% | +30.7% | -51.1% | -26.7% |
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