-25.7%
WDAY vs ARES
+47.3%
-73.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.5% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +3.7% | +1.3% | +2.4% | +3.6% |
| 3M | +29.6% | +10.4% | +19.2% | +25.6% |
| 6M | +23.3% | +29.0% | -5.7% | +13.4% |
| YTD | -13.3% | -12.2% | -1.1% | -10.9% |
| 1Y | -19.6% | -18.4% | -1.2% | -16.1% |
| 3Y | -25.7% | +43.2% | -68.9% | -35.4% |
| All | -25.7% | +47.3% | -73.0% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling