+7.8%
ARKW vs SPY
+79.8%
-72.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.3% |
| 7D | -3.5% | -2.0% | -1.6% | +0.3% |
| 30D | +3.2% | -1.7% | +4.9% | +6.8% |
| 3M | +14.0% | +4.7% | +9.3% | +4.6% |
| 6M | +19.5% | +12.5% | +7.0% | -4.2% |
| YTD | +4.7% | +11.7% | -7.0% | -14.5% |
| 1Y | -1.5% | +17.5% | -18.9% | -26.5% |
| 3Y | +167.8% | +76.6% | +91.3% | -9.8% |
| 5Y | +7.8% | +82.0% | -74.2% | -62.4% |
| All | +7.8% | +79.8% | -72.0% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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