+327.1%
ARKK vs SW
+183.3%
+143.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.4% | +4.6% |
| 7D | 0.0% | +1.8% | -1.8% | -0.3% |
| 30D | -11.9% | +7.0% | -18.9% | -13.0% |
| 3M | -0.6% | -7.6% | +7.1% | +0.7% |
| 6M | -0.2% | +8.5% | -8.7% | -2.1% |
| YTD | +2.7% | +17.7% | -15.0% | -1.3% |
| 1Y | -2.2% | +27.1% | -29.3% | -7.4% |
| 3Y | +102.0% | +48.2% | +53.8% | +87.3% |
| 5Y | -33.4% | -2.3% | -31.1% | -37.1% |
| 10Y | +327.1% | +183.3% | +143.7% | +272.5% |
| All | +327.1% | +183.3% | +143.7% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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