-1.4%
ODFL vs WAT
+31.1%
-32.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.5% |
| 7D | +0.6% | +2.0% | -1.4% | -0.3% |
| 30D | -6.3% | +7.7% | -14.0% | -9.5% |
| 3M | -19.1% | +11.1% | -30.2% | -23.2% |
| 6M | -9.9% | +31.2% | -41.2% | -21.0% |
| YTD | +9.9% | +21.7% | -11.7% | -1.1% |
| 1Y | +24.4% | +19.3% | +5.1% | +12.9% |
| 3Y | -11.0% | +80.6% | -91.6% | -36.8% |
| 5Y | -1.4% | +29.5% | -31.0% | -19.3% |
| All | -1.4% | +31.1% | -32.5% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling