+149.4%
WDAY vs ARES
+1,202.8%
-1,053.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -4.6% | +8.1% | -12.7% | -7.4% |
| 30D | +1.2% | +18.9% | -17.7% | -5.2% |
| 3M | +2.6% | +2.3% | +0.2% | +1.5% |
| 6M | +47.8% | +12.7% | +35.1% | +40.2% |
| YTD | -12.1% | -10.8% | -1.3% | -10.2% |
| 1Y | -17.1% | -5.3% | -11.8% | -17.4% |
| 3Y | -17.9% | +42.0% | -59.9% | -32.4% |
| 5Y | -35.1% | +88.3% | -123.4% | -53.3% |
| 10Y | +130.1% | +1,148.2% | -1,018.1% | -2.0% |
| All | +149.4% | +1,202.8% | -1,053.3% | +1.2% |
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 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