+161.5%
WMB vs ARKK
+367.1%
-205.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | +0.8% | +3.6% | -2.8% | -0.3% |
| 30D | +7.7% | +8.4% | -0.7% | +4.9% |
| 3M | +6.7% | +13.4% | -6.7% | +2.0% |
| 6M | +3.6% | +18.9% | -15.3% | -3.1% |
| YTD | +28.0% | +11.9% | +16.1% | +21.4% |
| 1Y | +37.6% | +13.1% | +24.5% | +29.1% |
| 3Y | +149.0% | +97.1% | +52.0% | +86.9% |
| 5Y | +285.3% | -27.8% | +313.1% | +306.5% |
| 10Y | +302.1% | +338.5% | -36.4% | -18.0% |
| All | +161.5% | +367.1% | -205.7% | -55.1% |
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