+142.7%
WFC vs ARES
+971.5%
-828.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.9% |
| 7D | +0.3% | -7.7% | +8.0% | +3.5% |
| 30D | +2.3% | -8.7% | +11.0% | +5.8% |
| 3M | +9.8% | +2.8% | +6.9% | +7.4% |
| 6M | +15.6% | +23.1% | -7.5% | +3.3% |
| YTD | -2.4% | -17.3% | +14.8% | +2.3% |
| 1Y | +13.8% | -24.3% | +38.1% | +23.2% |
| 3Y | +134.6% | +34.9% | +99.7% | +92.6% |
| 5Y | +127.9% | +93.5% | +34.4% | +53.8% |
| All | +142.7% | +971.5% | -828.8% | -11.6% |
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 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