+33.4%
ODFL vs WOLF
+60.4%
-27.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +0.2% | +9.8% | -9.6% | -0.3% |
| 30D | -13.4% | -12.1% | -1.3% | -13.1% |
| 3M | -24.2% | -47.9% | +23.7% | -22.2% |
| 6M | -3.3% | +74.3% | -77.6% | -11.1% |
| YTD | +19.8% | +65.9% | -46.1% | +10.3% |
| All | +33.4% | +60.4% | -27.0% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling