+81.1%
QLD vs CDW
-5.0%
+86.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.8% | +2.0% | +3.6% |
| 7D | -1.4% | +9.3% | -10.7% | -7.2% |
| 30D | -19.6% | +15.8% | -35.4% | -27.4% |
| 3M | -14.1% | +21.8% | -35.9% | -26.4% |
| 6M | -13.6% | +58.8% | -72.4% | -42.1% |
| YTD | +12.5% | +22.8% | -10.2% | -13.3% |
| 1Y | +13.1% | +17.9% | -4.8% | -9.4% |
| 3Y | +154.7% | -17.4% | +172.1% | +169.5% |
| 5Y | +81.1% | -5.7% | +86.8% | +56.2% |
| All | +81.1% | -5.0% | +86.1% | +56.2% |
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