+145.9%
WFC vs ARES
+1,202.8%
-1,056.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.9% | +8.1% | -7.3% | -2.1% |
| 30D | +3.3% | +18.9% | -15.7% | -3.4% |
| 3M | -1.4% | +2.3% | -3.8% | -2.8% |
| 6M | +14.7% | +12.7% | +2.0% | +8.3% |
| YTD | -5.9% | -10.8% | +4.8% | -4.6% |
| 1Y | +1.8% | -5.3% | +7.2% | +0.5% |
| 3Y | +124.9% | +42.0% | +82.9% | +85.9% |
| 5Y | +92.7% | +88.3% | +4.5% | +38.5% |
| 10Y | +118.2% | +1,148.2% | -1,030.0% | -9.6% |
| All | +145.9% | +1,202.8% | -1,056.8% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling