+293.0%
ARKK vs WST
+456.5%
-163.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -0.6% | +4.2% | -4.8% | -2.3% |
| 30D | -11.2% | +11.2% | -22.5% | -14.9% |
| 3M | -9.2% | +20.4% | -29.6% | -15.9% |
| 6M | -3.9% | +37.9% | -41.8% | -16.1% |
| YTD | -2.5% | +51.8% | -54.3% | -19.3% |
| 1Y | -2.7% | +56.6% | -59.3% | -20.7% |
| 3Y | +87.9% | +24.2% | +63.7% | +47.1% |
| 5Y | -35.7% | +0.7% | -36.3% | -44.1% |
| All | +293.0% | +456.5% | -163.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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