+28.9%
ODFL vs WAT
-4.9%
+33.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -3.0% | -1.8% | -1.2% | -2.3% |
| 30D | -14.3% | -1.7% | -12.6% | -13.7% |
| 3M | -26.7% | +9.1% | -35.8% | -29.7% |
| 6M | -7.5% | +32.4% | -39.9% | -19.5% |
| YTD | +16.5% | +6.6% | +10.0% | +11.7% |
| 1Y | +23.5% | +34.7% | -11.2% | +6.1% |
| 3Y | -12.1% | +53.6% | -65.7% | -32.5% |
| 5Y | +28.9% | -4.1% | +33.0% | +18.1% |
| All | +28.9% | -4.9% | +33.8% | +18.1% |
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