+156.5%
WFC vs ARES
+1,196.0%
-1,039.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | +3.8% | -1.7% | +5.5% | +4.4% |
| 30D | +1.5% | +0.3% | +1.2% | +1.1% |
| 3M | +10.9% | +8.5% | +2.4% | +6.6% |
| 6M | +8.4% | +23.5% | -15.0% | -2.0% |
| YTD | -1.9% | -11.2% | +9.3% | -0.1% |
| 1Y | +12.3% | -19.3% | +31.6% | +18.0% |
| 3Y | +132.3% | +48.7% | +83.7% | +88.8% |
| 5Y | +130.1% | +106.5% | +23.5% | +59.9% |
| 10Y | +134.4% | +1,055.3% | -920.9% | -1.8% |
| All | +156.5% | +1,196.0% | -1,039.5% | +1.8% |
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