-19.3%
ARES vs WSM
+19.9%
-39.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.9% |
| 7D | -1.7% | -3.3% | +1.6% | -0.2% |
| 30D | +0.3% | -8.4% | +8.7% | +4.2% |
| 3M | +8.5% | +9.7% | -1.2% | +3.1% |
| 6M | +23.5% | +16.7% | +6.8% | +13.5% |
| YTD | -11.2% | +28.7% | -39.9% | -21.0% |
| 1Y | -19.3% | +13.7% | -32.9% | -27.7% |
| All | -19.3% | +19.9% | -39.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling