-17.6%
ARES vs WOLF
+39.8%
-57.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.7% | +5.0% | -2.3% |
| 7D | -7.7% | -6.2% | -1.5% | -7.4% |
| 30D | -8.7% | -16.5% | +7.8% | -8.0% |
| 3M | +2.8% | -42.0% | +44.9% | +5.4% |
| 6M | +23.1% | +51.8% | -28.7% | +17.3% |
| YTD | -17.3% | +44.6% | -61.8% | -20.8% |
| All | -17.6% | +39.8% | -57.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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