+1,351.8%
QLD vs CDW
+303.2%
+1,048.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.2% |
| 7D | -10.3% | +2.1% | -12.4% | -12.1% |
| 30D | -26.1% | +14.7% | -40.8% | -34.5% |
| 3M | -17.8% | +11.1% | -28.9% | -26.8% |
| 6M | -15.6% | +45.6% | -61.1% | -43.2% |
| YTD | +5.4% | +17.1% | -11.7% | -20.0% |
| 1Y | +5.2% | +13.2% | -7.9% | -17.6% |
| 3Y | +139.4% | -22.2% | +161.6% | +156.7% |
| 5Y | +66.7% | -10.1% | +76.8% | +59.4% |
| All | +1,351.8% | +303.2% | +1,048.6% | +489.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling