+678.4%
ODFL vs WING
+637.4%
+41.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.8% | -2.5% | +8.3% | +6.3% |
| 30D | -5.3% | +29.5% | -34.9% | -10.3% |
| 3M | -19.0% | +40.2% | -59.1% | -25.0% |
| 6M | -7.5% | +32.7% | -40.2% | -14.3% |
| YTD | +11.8% | -32.8% | +44.6% | +17.1% |
| 1Y | +29.7% | -31.7% | +61.4% | +35.1% |
| 3Y | -9.1% | -24.7% | +15.6% | -12.8% |
| 5Y | +0.2% | -0.5% | +0.7% | -14.4% |
| 10Y | +566.3% | +647.5% | -81.2% | +268.5% |
| All | +678.4% | +637.4% | +41.0% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling