+319.2%
ARKK vs WM
+513.0%
-193.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | -14.0% | +13.7% | -27.6% | -18.1% |
| 3M | -4.2% | +5.2% | -9.4% | -6.3% |
| 6M | -2.6% | +11.2% | -13.7% | -7.6% |
| YTD | +0.2% | +9.4% | -9.2% | -4.9% |
| 1Y | -6.9% | +20.4% | -27.3% | -15.4% |
| 3Y | +94.1% | +44.7% | +49.4% | +57.5% |
| 5Y | -32.7% | +58.5% | -91.2% | -48.6% |
| 10Y | +308.8% | +326.4% | -17.5% | +83.2% |
| All | +319.2% | +513.0% | -193.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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