-31.1%
WDAY vs ARES
+97.0%
-128.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.2% |
| 7D | -7.4% | -2.7% | -4.7% | -6.3% |
| 30D | +1.0% | -2.4% | +3.4% | +2.3% |
| 3M | +32.7% | +3.9% | +28.8% | +30.2% |
| 6M | +25.6% | +26.4% | -0.8% | +12.5% |
| YTD | -13.4% | -14.9% | +1.5% | -8.9% |
| 1Y | -19.4% | -20.4% | +1.0% | -13.3% |
| 3Y | -25.8% | +38.8% | -64.6% | -43.3% |
| 5Y | -31.1% | +97.0% | -128.1% | -60.1% |
| All | -31.1% | +97.0% | -128.1% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling