+34,589.5%
ODFL vs WAB
+4,092.2%
+30,497.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -6.3% | -3.2% | -3.1% | -5.1% |
| 30D | -13.6% | -4.4% | -9.2% | -12.1% |
| 3M | -24.2% | +7.9% | -32.0% | -26.7% |
| 6M | -13.8% | +8.7% | -22.5% | -17.0% |
| YTD | +19.0% | +33.0% | -13.9% | +6.1% |
| 1Y | +25.7% | +46.7% | -21.0% | +7.8% |
| 3Y | -13.1% | +153.0% | -166.1% | -40.0% |
| 5Y | +26.7% | +222.3% | -195.6% | -20.2% |
| 10Y | +721.5% | +291.0% | +430.5% | +343.6% |
| All | +34,589.5% | +4,092.2% | +30,497.2% | +6,569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling