+104.8%
ARES vs WAT
-2.9%
+107.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +0.3% | +2.3% | -2.1% | -0.6% |
| 3M | +8.5% | +8.7% | -0.3% | +4.9% |
| 6M | +23.5% | +28.3% | -4.8% | +11.6% |
| YTD | -11.2% | +7.8% | -19.0% | -15.1% |
| 1Y | -19.3% | +36.6% | -55.9% | -30.2% |
| 3Y | +48.7% | +45.7% | +3.0% | +16.2% |
| All | +104.8% | -2.9% | +107.8% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling