+27.3%
ODFL vs FWONK
+97.7%
-70.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -15.3% | -7.7% | -7.5% | -13.0% |
| 3M | -27.3% | +5.7% | -33.0% | -28.9% |
| 6M | -4.5% | +13.5% | -18.0% | -9.4% |
| YTD | +15.1% | -3.0% | +18.1% | +15.4% |
| 1Y | +21.1% | -6.4% | +27.5% | +22.9% |
| 3Y | -14.1% | +43.8% | -57.9% | -28.0% |
| All | +27.3% | +97.7% | -70.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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