+1,631.1%
QLD vs CDW
+283.9%
+1,347.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.1% |
| 7D | +0.6% | +3.2% | -2.6% | -2.0% |
| 30D | -0.1% | +9.3% | -9.4% | -8.0% |
| 3M | -8.4% | +9.8% | -18.2% | -17.9% |
| 6M | +32.2% | +23.3% | +8.9% | -0.6% |
| YTD | +28.9% | +13.7% | +15.3% | +2.4% |
| 1Y | +43.8% | -6.5% | +50.3% | +35.9% |
| 3Y | +176.6% | -25.2% | +201.8% | +213.9% |
| 5Y | +121.6% | -19.5% | +141.1% | +138.5% |
| All | +1,631.1% | +283.9% | +1,347.2% | +504.5% |
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