+25.7%
ODFL vs WAB
+48.2%
-22.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -6.3% | -3.2% | -3.1% | -4.5% |
| 30D | -13.6% | -4.4% | -9.2% | -11.4% |
| 3M | -24.2% | +7.9% | -32.0% | -28.4% |
| 6M | -13.8% | +8.7% | -22.5% | -19.2% |
| YTD | +19.0% | +33.0% | -13.9% | -4.3% |
| 1Y | +25.7% | +46.7% | -21.0% | -3.0% |
| All | +25.7% | +48.2% | -22.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling