+887.5%
ARKW vs SPY
+371.7%
+515.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +3.7% | +0.5% | +3.1% | +2.9% |
| 30D | +6.9% | -0.9% | +7.8% | +8.5% |
| 3M | +12.1% | +3.9% | +8.2% | +6.4% |
| 6M | +23.8% | +14.5% | +9.2% | +2.2% |
| YTD | +7.0% | +12.9% | -5.9% | -9.4% |
| 1Y | +1.5% | +19.4% | -17.8% | -20.1% |
| 3Y | +173.6% | +78.5% | +95.2% | +25.5% |
| 5Y | +9.7% | +81.8% | -72.1% | -47.1% |
| 10Y | +676.6% | +311.5% | +365.1% | +57.9% |
| All | +887.5% | +371.7% | +515.9% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling