+1,164.6%
ARES vs WST
+736.9%
+427.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | +0.3% | -3.1% | +3.4% | +1.1% |
| 3M | +8.5% | +7.2% | +1.3% | +5.9% |
| 6M | +23.5% | +36.8% | -13.3% | +11.3% |
| YTD | -11.2% | +23.8% | -35.1% | -17.6% |
| 1Y | -19.3% | +37.8% | -57.1% | -28.1% |
| 3Y | +48.7% | -15.9% | +64.6% | +44.1% |
| 5Y | +106.5% | -25.8% | +132.4% | +103.8% |
| 10Y | +1,055.3% | +319.6% | +735.7% | +561.3% |
| All | +1,164.6% | +736.9% | +427.7% | +571.9% |
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