+307.7%
ARKK vs W
+349.1%
-41.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -11.2% | +6.8% | -18.0% | -13.1% |
| 3M | -9.2% | +10.7% | -19.9% | -12.2% |
| 6M | -3.9% | +86.3% | -90.3% | -22.2% |
| YTD | -2.5% | +11.5% | -14.0% | -9.7% |
| 1Y | -2.7% | +5.1% | -7.8% | -9.0% |
| 3Y | +87.9% | +171.0% | -83.1% | +20.6% |
| 5Y | -35.7% | -56.6% | +21.0% | -43.2% |
| 10Y | +299.2% | +213.4% | +85.8% | +129.6% |
| All | +307.7% | +349.1% | -41.4% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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