+87.4%
ARES vs WAT
+35.9%
+51.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +2.6% |
| 7D | +5.0% | +6.0% | -1.1% | +2.8% |
| 30D | +19.1% | +9.9% | +9.2% | +14.9% |
| 3M | +3.1% | +17.2% | -14.1% | -3.1% |
| 6M | +12.9% | +34.2% | -21.4% | +0.3% |
| YTD | -10.7% | +25.5% | -36.2% | -19.5% |
| 1Y | -5.5% | +28.3% | -33.8% | -15.7% |
| 3Y | +45.0% | +88.4% | -43.4% | +0.2% |
| 5Y | +87.4% | +36.1% | +51.2% | +51.9% |
| All | +87.4% | +35.9% | +51.5% | +51.9% |
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