+546.0%
ODFL vs WAT
+222.4%
+323.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +5.8% | +0.6% | +5.3% | +5.5% |
| 30D | -5.3% | +5.4% | -10.7% | -7.7% |
| 3M | -19.0% | +11.3% | -30.3% | -23.1% |
| 6M | -7.5% | +37.4% | -44.9% | -20.6% |
| YTD | +11.8% | +21.2% | -9.4% | +0.6% |
| 1Y | +29.7% | +21.3% | +8.3% | +16.6% |
| 3Y | -9.1% | +83.4% | -92.5% | -35.3% |
| 5Y | +0.2% | +29.0% | -28.8% | -17.2% |
| All | +546.0% | +222.4% | +323.6% | +260.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling