-30.9%
WULF vs ARES
+90.2%
-121.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -3.2% |
| 7D | -0.6% | -7.7% | +7.1% | +7.0% |
| 30D | -3.6% | -8.7% | +5.1% | +3.9% |
| 3M | -30.4% | +2.8% | -33.2% | -34.1% |
| 6M | +12.5% | +23.1% | -10.6% | -13.1% |
| YTD | +40.5% | -17.3% | +57.7% | +58.9% |
| 1Y | +53.0% | -24.3% | +77.3% | +88.1% |
| 3Y | +796.7% | +34.9% | +761.7% | +569.7% |
| 5Y | -30.9% | +93.5% | -124.4% | -62.4% |
| All | -30.9% | +90.2% | -121.1% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling