+297.7%
ARKK vs SW
+222.5%
+75.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.5% | -7.5% | -8.7% |
| 7D | -14.9% | +4.7% | -19.6% | -15.6% |
| 30D | -19.2% | +5.0% | -24.2% | -19.9% |
| 3M | -4.0% | -7.3% | +3.4% | -2.9% |
| 6M | -4.5% | +15.0% | -19.5% | -7.0% |
| YTD | -4.9% | +18.5% | -23.4% | -8.5% |
| 1Y | -13.9% | +27.1% | -41.1% | -18.1% |
| 3Y | +80.9% | +49.3% | +31.6% | +68.5% |
| 5Y | -39.2% | -1.6% | -37.6% | -42.4% |
| 10Y | +311.8% | +185.4% | +126.4% | +255.6% |
| All | +297.7% | +222.5% | +75.2% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling