+27.7%
ODFL vs WAT
+32.9%
-5.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +3.5% | -1.9% | +5.4% | +4.2% |
| 30D | 0.0% | +6.2% | -6.2% | -2.5% |
| 3M | -18.1% | +18.1% | -36.1% | -23.7% |
| 6M | -6.4% | +54.9% | -61.3% | -23.7% |
| YTD | +14.9% | +23.1% | -8.2% | +5.2% |
| 1Y | +27.7% | +27.3% | +0.4% | +14.9% |
| All | +27.7% | +32.9% | -5.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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