+28.9%
ODFL vs BWA
+89.5%
-60.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -14.3% | -5.6% | -8.7% | -12.5% |
| 3M | -26.7% | -10.7% | -16.0% | -23.7% |
| 6M | -7.5% | +23.2% | -30.6% | -16.2% |
| YTD | +16.5% | +46.0% | -29.5% | -4.6% |
| 1Y | +23.5% | +51.2% | -27.6% | -0.7% |
| 3Y | -12.1% | +69.6% | -81.6% | -35.0% |
| 5Y | +28.9% | +86.6% | -57.7% | -12.4% |
| All | +28.9% | +89.5% | -60.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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