-11.2%
ODFL vs WING
-19.8%
+8.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | -5.0% | -0.5% | -4.4% | -4.9% |
| 30D | -6.3% | +32.3% | -38.6% | -9.4% |
| 3M | -18.5% | +50.2% | -68.6% | -22.8% |
| 6M | -12.4% | +31.7% | -44.0% | -16.1% |
| YTD | +9.2% | -29.6% | +38.8% | +13.1% |
| 1Y | +23.0% | -29.7% | +52.7% | +27.1% |
| All | -11.2% | -19.8% | +8.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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