+331.8%
ARKK vs WY
+7.6%
+324.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.1% | -4.2% | +1.1% | -0.8% |
| 30D | +2.7% | -10.1% | +12.8% | +8.9% |
| 3M | +10.8% | -8.5% | +19.3% | +15.1% |
| 6M | +14.4% | -3.3% | +17.7% | +14.8% |
| YTD | +8.7% | -4.4% | +13.1% | +8.8% |
| 1Y | +6.7% | -11.5% | +18.2% | +11.1% |
| 3Y | +87.4% | -24.3% | +111.7% | +111.6% |
| 5Y | -29.5% | -21.3% | -8.1% | -19.5% |
| All | +331.8% | +7.6% | +324.2% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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