+113.3%
WDAY vs ARES
+1,006.5%
-893.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.1% |
| 7D | -7.4% | -2.7% | -4.7% | -6.4% |
| 30D | +1.0% | -2.4% | +3.4% | +2.2% |
| 3M | +32.7% | +3.9% | +28.8% | +30.3% |
| 6M | +25.6% | +26.4% | -0.8% | +13.6% |
| YTD | -13.4% | -14.9% | +1.5% | -9.5% |
| 1Y | -19.4% | -20.4% | +1.0% | -14.1% |
| 3Y | -25.8% | +38.8% | -64.6% | -39.2% |
| 5Y | -31.1% | +97.0% | -128.1% | -52.3% |
| 10Y | +113.3% | +999.8% | -886.5% | -3.2% |
| All | +113.3% | +1,006.5% | -893.2% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling