+719.8%
ODFL vs WPM
+558.4%
+161.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -15.3% | +14.4% | -29.7% | -16.5% |
| 3M | -27.3% | +37.0% | -64.3% | -29.9% |
| 6M | -4.5% | +4.1% | -8.6% | -5.5% |
| YTD | +15.1% | +31.7% | -16.6% | +11.0% |
| 1Y | +21.1% | +44.2% | -23.1% | +15.4% |
| 3Y | -14.1% | +265.5% | -279.6% | -27.7% |
| 5Y | +26.6% | +262.5% | -235.9% | +4.9% |
| All | +719.8% | +558.4% | +161.4% | +578.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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