+135.4%
WFC vs ARKK
+358.9%
-223.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +2.5% | +5.1% | -2.7% | +0.5% |
| 3M | +10.0% | +12.7% | -2.8% | +5.1% |
| 6M | +15.1% | +13.8% | +1.2% | +8.8% |
| YTD | -2.2% | +9.9% | -12.1% | -6.7% |
| 1Y | +13.5% | +10.4% | +3.0% | +7.4% |
| 3Y | +135.2% | +93.6% | +41.6% | +80.6% |
| 5Y | +128.3% | -29.4% | +157.7% | +131.2% |
| 10Y | +142.4% | +336.9% | -194.5% | -6.4% |
| All | +135.4% | +358.9% | -223.5% | -14.4% |
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