+535.8%
WM vs ARES
+1,196.0%
-660.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | -2.4% | +0.3% | -2.6% | -2.5% |
| 3M | +0.4% | +8.5% | -8.1% | -1.0% |
| 6M | -9.5% | +23.5% | -33.0% | -12.8% |
| YTD | +0.5% | -11.2% | +11.7% | +1.2% |
| 1Y | -1.1% | -19.3% | +18.2% | +0.8% |
| 3Y | +46.0% | +48.7% | -2.6% | +31.4% |
| 5Y | +51.8% | +106.5% | -54.7% | +25.6% |
| 10Y | +307.5% | +1,055.3% | -747.8% | +164.8% |
| All | +535.8% | +1,196.0% | -660.2% | +309.6% |
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