+1,265.4%
ODFL vs NWSA
+123.2%
+1,142.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.4% |
| 7D | +0.2% | -2.6% | +2.8% | +1.2% |
| 30D | -13.4% | +4.6% | -18.0% | -15.1% |
| 3M | -24.2% | +10.2% | -34.4% | -27.5% |
| 6M | -3.3% | +21.6% | -24.9% | -11.4% |
| YTD | +19.8% | +14.6% | +5.1% | +12.0% |
| 1Y | +24.5% | +0.4% | +24.2% | +22.7% |
| 3Y | -9.6% | +45.0% | -54.6% | -23.1% |
| 5Y | +28.0% | +41.3% | -13.2% | +7.9% |
| 10Y | +735.3% | +142.8% | +592.5% | +442.8% |
| All | +1,265.4% | +123.2% | +1,142.2% | +796.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling