-1.4%
ODFL vs WEC
+55.1%
-56.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.6% | -0.7% | +1.4% | +0.9% |
| 30D | -6.3% | +11.0% | -17.3% | -9.3% |
| 3M | -19.1% | +8.6% | -27.7% | -21.2% |
| 6M | -9.9% | +6.2% | -16.1% | -11.7% |
| YTD | +9.9% | +14.3% | -4.3% | +5.4% |
| 1Y | +24.4% | +8.4% | +16.0% | +21.1% |
| 3Y | -11.0% | +62.9% | -73.9% | -25.3% |
| 5Y | -1.4% | +55.8% | -57.3% | -14.8% |
| All | -1.4% | +55.1% | -56.5% | -14.8% |
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