+37,145.5%
ODFL vs WAT
+10,816.8%
+26,328.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -6.3% | -1.3% | -5.0% | -6.0% |
| 30D | -13.6% | +2.3% | -15.9% | -14.1% |
| 3M | -24.2% | +8.7% | -32.9% | -25.8% |
| 6M | -13.8% | +28.3% | -42.1% | -19.3% |
| YTD | +19.0% | +7.8% | +11.3% | +16.1% |
| 1Y | +25.7% | +36.6% | -10.9% | +15.6% |
| 3Y | -13.1% | +45.7% | -58.8% | -22.3% |
| 5Y | +26.7% | -3.3% | +30.0% | +23.7% |
| 10Y | +721.5% | +162.1% | +559.4% | +542.0% |
| All | +37,145.5% | +10,816.8% | +26,328.7% | +22,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling