+660.4%
ODFL vs WING
+672.3%
-11.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | -5.0% | -0.5% | -4.4% | -4.9% |
| 30D | -6.3% | +32.3% | -38.6% | -11.5% |
| 3M | -18.5% | +50.2% | -68.6% | -25.5% |
| 6M | -12.4% | +31.7% | -44.0% | -18.6% |
| YTD | +9.2% | -29.6% | +38.8% | +13.5% |
| 1Y | +23.0% | -29.7% | +52.7% | +27.5% |
| 3Y | -11.6% | -19.8% | +8.2% | -16.3% |
| 5Y | +0.1% | +3.1% | -2.9% | -15.0% |
| 10Y | +550.8% | +682.9% | -132.0% | +257.0% |
| All | +660.4% | +672.3% | -11.9% | +311.3% |
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