+546.0%
ODFL vs BBWI
-47.4%
+593.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -5.3% | +12.9% | -18.2% | -7.7% |
| 3M | -19.0% | +16.0% | -35.0% | -21.9% |
| 6M | -7.5% | +16.6% | -24.1% | -11.8% |
| YTD | +11.8% | +9.7% | +2.0% | +7.5% |
| 1Y | +29.7% | +1.5% | +28.2% | +25.4% |
| 3Y | -9.1% | -21.4% | +12.2% | -10.4% |
| 5Y | +0.2% | -67.6% | +67.8% | +13.2% |
| All | +546.0% | -47.4% | +593.5% | +506.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling