+331.8%
ARKK vs WTW
+198.0%
+133.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.1% | -5.7% | +2.7% | -0.2% |
| 30D | +2.7% | -7.3% | +10.0% | +6.5% |
| 3M | +10.8% | +21.5% | -10.7% | -0.8% |
| 6M | +14.4% | +9.6% | +4.8% | +6.8% |
| YTD | +8.7% | -3.3% | +11.9% | +7.6% |
| 1Y | +6.7% | -6.1% | +12.9% | +7.0% |
| 3Y | +87.4% | +61.8% | +25.6% | +29.4% |
| 5Y | -29.5% | +42.7% | -72.1% | -46.9% |
| All | +331.8% | +198.0% | +133.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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