-20.2%
WBD vs ARKK
+350.7%
-371.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | -0.6% | -4.7% | +4.1% | +1.6% |
| 30D | +4.2% | +3.1% | +1.1% | +2.3% |
| 3M | +7.5% | +13.8% | -6.3% | +0.1% |
| 6M | +1.6% | +14.0% | -12.4% | -6.5% |
| YTD | -2.2% | +8.0% | -10.1% | -8.3% |
| 1Y | +124.9% | +9.9% | +115.0% | +106.9% |
| 3Y | +149.1% | +90.2% | +59.0% | +74.1% |
| 5Y | +7.8% | -29.9% | +37.7% | +2.2% |
| 10Y | +14.9% | +329.1% | -314.2% | -58.4% |
| All | -20.2% | +350.7% | -371.0% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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