+331.8%
ARKK vs WSM
+1,071.8%
-740.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -3.1% | -0.5% | -2.5% | -2.8% |
| 30D | +2.7% | -7.7% | +10.4% | +6.2% |
| 3M | +10.8% | +3.8% | +7.0% | +8.6% |
| 6M | +14.4% | +22.7% | -8.3% | +4.1% |
| YTD | +8.7% | +28.0% | -19.3% | -3.2% |
| 1Y | +6.7% | +12.7% | -6.0% | -0.2% |
| 3Y | +87.4% | +231.3% | -143.9% | +2.8% |
| 5Y | -29.5% | +177.2% | -206.6% | -59.4% |
| All | +331.8% | +1,071.8% | -740.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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