+29.7%
ODFL vs WAT
+20.2%
+9.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +5.8% | +0.6% | +5.3% | +5.6% |
| 30D | -5.3% | +5.4% | -10.7% | -7.4% |
| 3M | -19.0% | +11.3% | -30.3% | -22.6% |
| 6M | -7.5% | +37.4% | -44.9% | -19.8% |
| YTD | +11.8% | +21.2% | -9.4% | +3.4% |
| 1Y | +29.7% | +21.3% | +8.3% | +19.8% |
| All | +29.7% | +20.2% | +9.5% | +19.8% |
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