+1,171.2%
ARES vs WAT
+372.5%
+798.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.1% | +3.4% | +4.7% | +6.8% |
| 30D | +18.9% | +9.6% | +9.3% | +14.5% |
| 3M | +2.3% | +15.5% | -13.1% | -3.6% |
| 6M | +12.7% | +33.9% | -21.2% | -0.5% |
| YTD | -10.8% | +25.2% | -36.0% | -20.0% |
| 1Y | -5.3% | +26.3% | -31.6% | -15.5% |
| 3Y | +42.0% | +85.8% | -43.8% | +1.0% |
| 5Y | +88.3% | +35.3% | +53.0% | +53.0% |
| 10Y | +1,148.2% | +231.8% | +916.4% | +618.2% |
| All | +1,171.2% | +372.5% | +798.7% | +608.2% |
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