+121.0%
QLD vs CDW
-19.1%
+140.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | +0.6% | +3.2% | -2.6% | -1.6% |
| 30D | -0.1% | +9.3% | -9.4% | -6.8% |
| 3M | -8.4% | +9.8% | -18.2% | -16.3% |
| 6M | +32.2% | +23.3% | +8.9% | +2.8% |
| YTD | +28.9% | +13.7% | +15.3% | +6.0% |
| 1Y | +43.8% | -6.5% | +50.3% | +41.7% |
| 3Y | +176.6% | -25.2% | +201.8% | +221.1% |
| All | +121.0% | -19.1% | +140.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling