+281.4%
WMB vs ARES
+1,112.4%
-831.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +7.8% | +0.5% | +7.3% | +7.6% |
| 30D | -5.1% | +19.7% | -24.8% | -10.2% |
| 3M | -4.7% | -9.0% | +4.3% | -2.7% |
| 6M | -7.4% | +11.5% | -18.9% | -11.8% |
| YTD | +17.5% | -13.8% | +31.3% | +19.0% |
| 1Y | +19.5% | -5.6% | +25.1% | +17.1% |
| 3Y | +121.3% | +36.1% | +85.2% | +84.6% |
| 5Y | +200.5% | +82.7% | +117.8% | +116.3% |
| All | +281.4% | +1,112.4% | -831.1% | +46.3% |
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