+953.0%
ARES vs WPM
+545.0%
+408.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.2% |
| 7D | -7.7% | -3.6% | -4.1% | -7.2% |
| 30D | -8.7% | +12.5% | -21.2% | -10.5% |
| 3M | +2.8% | +40.6% | -37.8% | -2.8% |
| 6M | +23.1% | +0.5% | +22.5% | +21.9% |
| YTD | -17.3% | +29.0% | -46.3% | -21.5% |
| 1Y | -24.3% | +43.8% | -68.1% | -29.6% |
| 3Y | +34.9% | +266.3% | -231.4% | +7.4% |
| 5Y | +93.5% | +255.1% | -161.6% | +52.3% |
| All | +953.0% | +545.0% | +408.0% | +623.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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