-26.5%
WULF vs ARES
+1,181.8%
-1,208.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.7% |
| 7D | +21.9% | -0.3% | +22.2% | +22.1% |
| 30D | +4.6% | +1.3% | +3.3% | +3.4% |
| 3M | -30.9% | +10.4% | -41.3% | -35.0% |
| 6M | +29.9% | +29.0% | +0.9% | +12.1% |
| YTD | +55.4% | -12.2% | +67.6% | +62.1% |
| 1Y | +94.1% | -18.4% | +112.6% | +109.8% |
| 3Y | +892.2% | +43.2% | +849.0% | +807.5% |
| 5Y | -26.7% | +102.6% | -129.3% | -40.0% |
| 10Y | +94.0% | +1,029.6% | -935.6% | +47.1% |
| All | -26.5% | +1,181.8% | -1,208.3% | -45.3% |
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