+1,257.0%
ODFL vs NWSA
+127.4%
+1,129.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | -6.3% | -1.9% | -4.4% | -5.6% |
| 30D | -13.6% | +4.6% | -18.2% | -15.3% |
| 3M | -24.2% | +13.2% | -37.4% | -28.3% |
| 6M | -13.8% | +27.0% | -40.8% | -22.4% |
| YTD | +19.0% | +16.8% | +2.2% | +10.4% |
| 1Y | +25.7% | +4.5% | +21.2% | +21.9% |
| 3Y | -13.1% | +46.2% | -59.3% | -26.4% |
| 5Y | +26.7% | +40.9% | -14.3% | +6.7% |
| 10Y | +721.5% | +145.1% | +576.4% | +431.3% |
| All | +1,257.0% | +127.4% | +1,129.6% | +784.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling