-22.1%
WULF vs ARES
-9.0%
-13.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.1% | -12.8% | -9.3% |
| 7D | -12.8% | +10.5% | -23.3% | -17.6% |
| 30D | -20.9% | +16.8% | -37.7% | -27.5% |
| 3M | -38.0% | -3.2% | -34.8% | -37.5% |
| 6M | -47.5% | +16.4% | -63.9% | -52.3% |
| YTD | +1.8% | -12.4% | +14.2% | +10.1% |
| 1Y | -22.1% | -6.9% | -15.2% | -23.8% |
| All | -22.1% | -9.0% | -13.1% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling