+4,438.1%
QLD vs CDW
+903.1%
+3,534.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | -8.4% | +9.8% | -18.2% | -17.6% |
| 6M | +32.2% | +23.3% | +8.9% | +0.5% |
| YTD | +28.9% | +13.7% | +15.3% | +3.3% |
| 1Y | +43.8% | -6.5% | +50.3% | +36.0% |
| 3Y | +176.6% | -25.2% | +201.8% | +212.3% |
| 5Y | +121.6% | -19.5% | +141.1% | +139.9% |
| 10Y | +1,652.9% | +285.8% | +1,367.1% | +497.7% |
| All | +4,438.1% | +903.1% | +3,534.9% | +1,046.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling