+1,164.6%
ARES vs WAT
+306.8%
+857.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +8.5% | +8.7% | -0.3% | +4.6% |
| 6M | +23.5% | +28.3% | -4.8% | +10.8% |
| YTD | -11.2% | +7.8% | -19.0% | -15.3% |
| 1Y | -19.3% | +36.6% | -55.9% | -30.7% |
| 3Y | +48.7% | +45.7% | +3.0% | +17.2% |
| 5Y | +106.5% | -3.3% | +109.8% | +93.1% |
| 10Y | +1,055.3% | +162.1% | +893.2% | +615.2% |
| All | +1,164.6% | +306.8% | +857.8% | +649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling