+331.8%
ARKK vs GWW
+570.2%
-238.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.3% |
| 7D | -3.1% | -3.4% | +0.3% | -1.6% |
| 30D | +2.7% | -1.9% | +4.6% | +3.5% |
| 3M | +10.8% | -2.4% | +13.2% | +11.4% |
| 6M | +14.4% | +15.7% | -1.3% | +5.8% |
| YTD | +8.7% | +27.6% | -18.9% | -4.4% |
| 1Y | +6.7% | +27.2% | -20.4% | -6.1% |
| 3Y | +87.4% | +89.7% | -2.3% | +38.0% |
| 5Y | -29.5% | +223.9% | -253.4% | -58.4% |
| All | +331.8% | +570.2% | -238.4% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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