+112.4%
WFC vs ARES
+1,112.4%
-1,000.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +7.0% | +19.7% | -12.7% | -0.8% |
| 3M | -1.8% | -9.0% | +7.2% | +1.6% |
| 6M | +18.4% | +11.5% | +6.9% | +11.5% |
| YTD | -5.6% | -13.8% | +8.2% | -2.8% |
| 1Y | +3.9% | -5.6% | +9.5% | +2.3% |
| 3Y | +126.3% | +36.1% | +90.2% | +84.6% |
| 5Y | +91.1% | +82.7% | +8.4% | +31.7% |
| All | +112.4% | +1,112.4% | -1,000.0% | -20.5% |
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