+368.0%
ARKK vs WAT
+259.2%
+108.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.7% |
| 7D | +3.6% | -0.7% | +4.3% | +4.0% |
| 30D | +8.4% | -1.0% | +9.3% | +9.0% |
| 3M | +13.4% | +10.9% | +2.6% | +7.3% |
| 6M | +18.9% | +33.2% | -14.3% | +1.0% |
| YTD | +11.9% | +6.1% | +5.8% | +6.0% |
| 1Y | +13.1% | +30.2% | -17.2% | -5.0% |
| 3Y | +97.1% | +52.9% | +44.2% | +41.2% |
| 5Y | -27.8% | -5.1% | -22.6% | -32.2% |
| 10Y | +338.5% | +152.6% | +185.8% | +132.7% |
| All | +368.0% | +259.2% | +108.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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