+14.7%
QLD vs CDW
+13.2%
+1.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.7% | -10.8% | +0.5% |
| 7D | -9.4% | +3.7% | -13.1% | -9.8% |
| 30D | -17.1% | +26.0% | -43.1% | -19.0% |
| 3M | -10.4% | +10.1% | -20.5% | -11.6% |
| 6M | +0.7% | +26.1% | -25.3% | -1.5% |
| YTD | +17.7% | +25.9% | -8.1% | +17.3% |
| 1Y | +14.7% | +21.5% | -6.9% | +17.4% |
| All | +14.7% | +13.2% | +1.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling