+23,178.5%
ODFL vs BWA
+3,492.4%
+19,686.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.9% |
| 7D | -6.3% | +5.7% | -11.9% | -8.1% |
| 30D | -13.6% | +1.4% | -15.0% | -14.1% |
| 3M | -24.2% | -12.1% | -12.1% | -21.2% |
| 6M | -13.8% | +28.6% | -42.3% | -21.8% |
| YTD | +19.0% | +51.1% | -32.0% | +0.6% |
| 1Y | +25.7% | +55.9% | -30.2% | +4.9% |
| 3Y | -13.1% | +70.1% | -83.3% | -31.0% |
| 5Y | +26.7% | +90.7% | -64.0% | -4.8% |
| 10Y | +721.5% | +154.0% | +567.5% | +427.2% |
| All | +23,178.5% | +3,492.4% | +19,686.1% | +9,990.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling