+27.7%
ODFL vs WAB
+46.5%
-18.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | +3.5% | +4.5% | -1.0% | +0.9% |
| 30D | 0.0% | +1.1% | -1.1% | -0.7% |
| 3M | -18.1% | -1.3% | -16.8% | -17.6% |
| 6M | -6.4% | +12.7% | -19.1% | -14.8% |
| YTD | +14.9% | +38.7% | -23.8% | -16.6% |
| 1Y | +27.7% | +44.9% | -17.3% | -12.0% |
| All | +27.7% | +46.5% | -18.8% | -12.0% |
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