+351.6%
ARKK vs NWSA
+114.2%
+237.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -4.7% | -4.8% | +0.1% | -2.0% |
| 30D | +3.1% | +3.0% | +0.1% | +1.2% |
| 3M | +13.8% | +9.3% | +4.5% | +6.9% |
| 6M | +14.0% | +23.2% | -9.2% | -0.6% |
| YTD | +8.0% | +13.3% | -5.3% | -1.6% |
| 1Y | +9.9% | +2.9% | +7.0% | +5.7% |
| 3Y | +90.2% | +43.3% | +46.8% | +53.0% |
| 5Y | -29.9% | +40.9% | -70.8% | -43.0% |
| 10Y | +329.1% | +148.1% | +181.0% | +152.8% |
| All | +351.6% | +114.2% | +237.5% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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