-27.8%
WBD vs ARES
+1,196.0%
-1,223.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | +8.8% | +0.3% | +8.5% | +8.4% |
| 3M | +4.6% | +8.5% | -3.8% | +0.4% |
| 6M | +1.1% | +23.5% | -22.4% | -9.0% |
| YTD | -2.0% | -11.2% | +9.2% | -0.7% |
| 1Y | +140.0% | -19.3% | +159.3% | +151.8% |
| 3Y | +144.4% | +48.7% | +95.7% | +98.6% |
| 5Y | -0.2% | +106.5% | -106.7% | -29.0% |
| 10Y | +9.1% | +1,055.3% | -1,046.2% | -52.0% |
| All | -27.8% | +1,196.0% | -1,223.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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