+27.1%
ODFL vs NWSA
+39.0%
-11.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -2.8% | -4.8% | +2.0% | -0.4% |
| 30D | -13.7% | +3.0% | -16.6% | -15.1% |
| 3M | -23.4% | +9.3% | -32.7% | -27.4% |
| 6M | -7.2% | +23.2% | -30.3% | -17.8% |
| YTD | +15.6% | +13.3% | +2.3% | +6.4% |
| 1Y | +24.2% | +2.9% | +21.3% | +20.3% |
| 3Y | -12.8% | +43.3% | -56.1% | -29.7% |
| 5Y | +27.1% | +40.9% | -13.8% | -1.6% |
| All | +27.1% | +39.0% | -11.9% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling