+24.5%
ODFL vs WOLF
+37.9%
-13.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +1.9% |
| 7D | +5.8% | +4.4% | +1.5% | +5.6% |
| 30D | -5.3% | +1.0% | -6.3% | -5.6% |
| 3M | -19.0% | -21.2% | +2.2% | -18.5% |
| 6M | -7.5% | -60.3% | +52.9% | -4.7% |
| YTD | +11.8% | +42.6% | -30.8% | +3.2% |
| 1Y | +29.7% | +36.5% | -6.8% | +19.5% |
| All | +24.5% | +37.9% | -13.4% | +14.2% |
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