+723.3%
ODFL vs WAT
+166.5%
+556.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -2.8% | -2.9% | +0.1% | -1.6% |
| 30D | -13.7% | -3.2% | -10.4% | -12.5% |
| 3M | -23.4% | +10.6% | -34.0% | -27.0% |
| 6M | -7.2% | +34.0% | -41.2% | -19.6% |
| YTD | +15.6% | +5.7% | +9.9% | +11.2% |
| 1Y | +24.2% | +37.1% | -12.9% | +5.9% |
| 3Y | -12.8% | +52.4% | -65.1% | -32.0% |
| 5Y | +27.1% | -4.4% | +31.5% | +20.5% |
| All | +723.3% | +166.5% | +556.8% | +403.6% |
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