+133.5%
QLD vs CDW
-21.1%
+154.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.1% | -6.6% | -10.2% |
| 7D | -18.6% | -4.1% | -14.4% | -17.1% |
| 30D | -28.3% | +16.7% | -45.0% | -32.7% |
| 3M | -20.4% | +13.6% | -34.0% | -25.1% |
| 6M | -14.3% | +17.0% | -31.3% | -22.9% |
| YTD | +2.8% | +18.1% | -15.4% | -9.4% |
| 1Y | -1.2% | +10.5% | -11.7% | -8.4% |
| All | +133.5% | -21.1% | +154.6% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling