+202.2%
WELL vs ARKK
+90.5%
+111.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +5.7% | -11.2% | +16.9% | +6.2% |
| 3M | +4.6% | -9.2% | +13.8% | +5.0% |
| 6M | +11.9% | -3.9% | +15.8% | +11.7% |
| YTD | +33.6% | -2.5% | +36.1% | +32.8% |
| 1Y | +29.8% | -2.7% | +32.5% | +29.0% |
| 3Y | +202.2% | +87.9% | +114.3% | +173.9% |
| All | +202.2% | +90.5% | +111.7% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling