+368.0%
ARKK vs WAB
+253.5%
+114.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.5% |
| 7D | +3.6% | +1.7% | +1.9% | +2.7% |
| 30D | +8.4% | -2.4% | +10.8% | +9.7% |
| 3M | +13.4% | +9.7% | +3.8% | +7.1% |
| 6M | +18.9% | +16.5% | +2.4% | +8.5% |
| YTD | +11.9% | +33.7% | -21.8% | -5.3% |
| 1Y | +13.1% | +49.7% | -36.6% | -9.7% |
| 3Y | +97.1% | +170.9% | -73.9% | +18.7% |
| 5Y | -27.8% | +228.0% | -255.8% | -59.5% |
| 10Y | +338.5% | +284.8% | +53.7% | +105.6% |
| All | +368.0% | +253.5% | +114.5% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling