+82.7%
WULF vs ARES
+979.8%
-897.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +1.4% | -6.1% | +7.5% | +5.1% |
| 30D | -2.6% | -7.5% | +4.9% | +1.4% |
| 3M | -34.0% | +0.1% | -34.1% | -34.9% |
| 6M | +10.0% | +30.3% | -20.3% | -7.7% |
| YTD | +45.7% | -16.6% | +62.3% | +57.4% |
| 1Y | +57.3% | -26.1% | +83.4% | +82.1% |
| 3Y | +878.9% | +36.4% | +842.5% | +796.3% |
| 5Y | -28.3% | +95.0% | -123.3% | -42.7% |
| All | +82.7% | +979.8% | -897.2% | +33.0% |
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