-14.2%
ARES vs WOLF
+37.9%
-52.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +1.3% |
| 7D | +0.5% | +4.4% | -3.9% | +0.2% |
| 30D | +19.7% | +1.0% | +18.6% | +19.2% |
| 3M | -9.0% | -21.2% | +12.2% | -8.4% |
| 6M | +11.5% | -60.3% | +71.9% | +16.0% |
| YTD | -13.8% | +42.6% | -56.5% | -17.9% |
| 1Y | -5.6% | +36.5% | -42.1% | -10.0% |
| All | -14.2% | +37.9% | -52.2% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling