+28.3%
ODFL vs WOLF
+44.0%
-15.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | -3.3% | -8.6% | +5.3% | -2.9% |
| 30D | -15.3% | -18.3% | +3.0% | -14.6% |
| 3M | -27.3% | -43.1% | +15.8% | -25.8% |
| 6M | -4.5% | +42.4% | -46.9% | -11.0% |
| YTD | +15.1% | +48.9% | -33.7% | +6.5% |
| All | +28.3% | +44.0% | -15.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling