+351.6%
ARKK vs WSM
+799.8%
-448.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | -4.7% | +0.4% | -5.1% | -4.9% |
| 30D | +3.1% | -10.7% | +13.8% | +7.9% |
| 3M | +13.8% | +8.5% | +5.3% | +9.6% |
| 6M | +14.0% | +19.6% | -5.7% | +5.1% |
| YTD | +8.0% | +26.6% | -18.6% | -3.0% |
| 1Y | +9.9% | +12.0% | -2.0% | +3.3% |
| 3Y | +90.2% | +226.6% | -136.5% | +7.5% |
| 5Y | -29.9% | +174.1% | -204.0% | -58.5% |
| 10Y | +329.1% | +1,052.9% | -723.8% | +40.0% |
| All | +351.6% | +799.8% | -448.2% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling