+146.1%
WFC vs ARES
+1,188.6%
-1,042.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -1.3% | +0.8% | -2.0% | -1.6% |
| 30D | +3.6% | +16.7% | -13.1% | -2.4% |
| 3M | -1.3% | -2.6% | +1.3% | -0.8% |
| 6M | +18.0% | +13.0% | +5.0% | +11.3% |
| YTD | -5.9% | -11.7% | +5.9% | -4.2% |
| 1Y | +1.8% | -6.7% | +8.5% | +1.0% |
| 3Y | +125.0% | +40.5% | +84.5% | +86.7% |
| 5Y | +92.0% | +88.2% | +3.7% | +38.0% |
| 10Y | +117.9% | +1,131.0% | -1,013.1% | -9.3% |
| All | +146.1% | +1,188.6% | -1,042.5% | -2.4% |
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