-13.7%
ODFL vs WAB
+164.6%
-178.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -13.7% | -5.9% | -7.8% | -10.6% |
| 3M | -23.4% | +9.4% | -32.7% | -28.0% |
| 6M | -7.2% | +13.8% | -21.0% | -15.2% |
| YTD | +15.6% | +31.8% | -16.1% | -2.8% |
| 1Y | +24.2% | +48.5% | -24.4% | -2.5% |
| All | -13.7% | +164.6% | -178.4% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling