+1,948.7%
ODFL vs GWRE
+741.3%
+1,207.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.3% | -13.2% | +10.0% | 0.0% |
| 30D | -15.3% | -18.6% | +3.3% | -12.0% |
| 3M | -27.3% | +18.9% | -46.2% | -31.8% |
| 6M | -4.5% | -11.0% | +6.5% | -5.3% |
| YTD | +15.1% | -29.9% | +45.0% | +20.7% |
| 1Y | +21.1% | -44.3% | +65.4% | +34.9% |
| 3Y | -14.1% | +51.7% | -65.8% | -30.4% |
| 5Y | +26.6% | +15.4% | +11.1% | +7.0% |
| 10Y | +736.4% | +129.4% | +606.9% | +488.9% |
| All | +1,948.7% | +741.3% | +1,207.4% | +1,161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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