-13.1%
ODFL vs WEC
+40.3%
-53.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -14.3% | +0.9% | -15.2% | -14.4% |
| 3M | -26.7% | -5.3% | -21.4% | -26.0% |
| 6M | -7.5% | -6.6% | -0.9% | -6.4% |
| YTD | +16.5% | +3.3% | +13.3% | +16.3% |
| 1Y | +23.5% | +2.1% | +21.5% | +23.3% |
| All | -13.1% | +40.3% | -53.3% | -15.6% |
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