+28.9%
ODFL vs WEC
+30.7%
-1.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -14.3% | +0.9% | -15.2% | -14.5% |
| 3M | -26.7% | -5.3% | -21.4% | -25.6% |
| 6M | -7.5% | -6.6% | -0.9% | -5.7% |
| YTD | +16.5% | +3.3% | +13.3% | +15.3% |
| 1Y | +23.5% | +2.1% | +21.5% | +22.4% |
| 3Y | -12.1% | +39.6% | -51.7% | -21.8% |
| 5Y | +28.9% | +31.2% | -2.3% | +19.4% |
| All | +28.9% | +30.7% | -1.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling