-10.6%
ODFL vs WEC
+62.7%
-73.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.6% | -0.7% | +1.4% | +0.8% |
| 30D | -6.3% | +11.0% | -17.3% | -8.0% |
| 3M | -19.1% | +8.6% | -27.7% | -20.3% |
| 6M | -9.9% | +6.2% | -16.1% | -11.0% |
| YTD | +9.9% | +14.3% | -4.3% | +7.9% |
| 1Y | +24.4% | +8.4% | +16.0% | +22.9% |
| All | -10.6% | +62.7% | -73.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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