+1,121.7%
ARES vs WST
+884.3%
+237.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +4.5% | -3.1% | +7.7% | +5.5% |
| 30D | +15.7% | +9.1% | +6.7% | +12.9% |
| 3M | -2.0% | +14.7% | -16.7% | -6.0% |
| 6M | +10.4% | +28.0% | -17.6% | +2.2% |
| YTD | -14.2% | +45.6% | -59.9% | -24.2% |
| 1Y | -7.8% | +45.7% | -53.4% | -18.6% |
| 3Y | +41.4% | +21.1% | +20.3% | +20.5% |
| 5Y | +83.7% | +0.3% | +83.3% | +64.3% |
| 10Y | +1,204.1% | +449.0% | +755.1% | +596.4% |
| All | +1,121.7% | +884.3% | +237.5% | +518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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