+62.6%
QLD vs CDW
-8.7%
+71.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.1% | -6.6% | -8.7% |
| 7D | -18.6% | -4.1% | -14.4% | -16.4% |
| 30D | -28.3% | +16.7% | -45.0% | -35.8% |
| 3M | -20.4% | +13.6% | -34.0% | -28.6% |
| 6M | -14.3% | +17.0% | -31.3% | -29.9% |
| YTD | +2.8% | +18.1% | -15.4% | -18.8% |
| 1Y | -1.2% | +10.5% | -11.7% | -16.6% |
| 3Y | +135.3% | -20.9% | +156.2% | +156.6% |
| 5Y | +62.6% | -9.3% | +71.9% | +44.5% |
| All | +62.6% | -8.7% | +71.3% | +44.5% |
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 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