+27.1%
ODFL vs WCN
+25.5%
+1.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -2.8% | -4.4% | +1.6% | -0.7% |
| 30D | -13.7% | -4.4% | -9.2% | -11.8% |
| 3M | -23.4% | +0.5% | -23.8% | -23.8% |
| 6M | -7.2% | -3.3% | -3.9% | -6.3% |
| YTD | +15.6% | -8.5% | +24.1% | +19.9% |
| 1Y | +24.2% | -8.9% | +33.1% | +28.8% |
| 3Y | -12.8% | +18.0% | -30.8% | -25.5% |
| 5Y | +27.1% | +25.0% | +2.1% | -0.8% |
| All | +27.1% | +25.5% | +1.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling