-29.4%
ARKK vs WST
-27.5%
-1.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +1.4% | -1.7% | +3.1% | +2.0% |
| 30D | +5.1% | -4.3% | +9.4% | +6.7% |
| 3M | +12.7% | +0.7% | +12.0% | +12.3% |
| 6M | +13.8% | +36.0% | -22.2% | +1.3% |
| YTD | +9.9% | +22.7% | -12.8% | +1.1% |
| 1Y | +10.4% | +34.1% | -23.7% | -2.1% |
| 3Y | +93.6% | -13.6% | +107.2% | +87.1% |
| 5Y | -29.4% | -26.0% | -3.4% | -28.4% |
| All | -29.4% | -27.5% | -1.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling