+331.8%
ARKK vs WAB
+296.8%
+35.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +2.7% | -4.1% | +6.8% | +5.0% |
| 3M | +10.8% | +8.2% | +2.6% | +5.2% |
| 6M | +14.4% | +15.4% | -1.0% | +4.5% |
| YTD | +8.7% | +33.1% | -24.5% | -8.3% |
| 1Y | +6.7% | +48.1% | -41.3% | -15.0% |
| 3Y | +87.4% | +167.7% | -80.3% | +11.8% |
| 5Y | -29.5% | +225.7% | -255.2% | -61.0% |
| All | +331.8% | +296.8% | +35.0% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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