-17.8%
ARES vs WETO
-99.4%
+81.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.1% | -9.8% | -2.8% |
| 7D | -7.7% | -19.9% | +12.2% | -7.7% |
| 30D | -8.7% | -42.7% | +33.9% | -8.9% |
| 3M | +2.8% | -97.7% | +100.6% | +3.4% |
| 6M | +23.1% | -94.4% | +117.5% | +20.0% |
| YTD | -17.3% | -97.0% | +79.7% | -18.1% |
| 1Y | -24.3% | -98.9% | +74.6% | -24.0% |
| All | -17.8% | -99.4% | +81.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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