-13.7%
ODFL vs WCN
+18.2%
-31.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -2.8% | -4.4% | +1.6% | -1.5% |
| 30D | -13.7% | -4.4% | -9.2% | -12.5% |
| 3M | -23.4% | +0.5% | -23.8% | -23.6% |
| 6M | -7.2% | -3.3% | -3.9% | -6.4% |
| YTD | +15.6% | -8.5% | +24.1% | +18.4% |
| 1Y | +24.2% | -8.9% | +33.1% | +27.2% |
| All | -13.7% | +18.2% | -31.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling