+368.8%
ARKK vs WST
+600.7%
-231.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | +13.2% | -3.1% | +16.3% | +14.7% |
| 3M | +7.7% | +7.2% | +0.5% | +4.4% |
| 6M | +15.1% | +36.8% | -21.7% | -0.2% |
| YTD | +12.1% | +23.8% | -11.8% | +1.0% |
| 1Y | +14.9% | +37.8% | -22.8% | -1.7% |
| 3Y | +99.3% | -15.9% | +115.2% | +90.4% |
| 5Y | -29.9% | -25.8% | -4.1% | -30.4% |
| 10Y | +351.6% | +319.6% | +32.0% | +90.3% |
| All | +368.8% | +600.7% | -231.9% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling