-13.1%
ODFL vs WPM
+273.6%
-286.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -3.0% | +3.9% | -6.9% | -3.2% |
| 30D | -14.3% | +17.7% | -31.9% | -14.9% |
| 3M | -26.7% | +39.4% | -66.2% | -28.0% |
| 6M | -7.5% | +6.4% | -13.9% | -8.2% |
| YTD | +16.5% | +34.0% | -17.4% | +15.2% |
| 1Y | +23.5% | +50.5% | -27.0% | +22.3% |
| All | -13.1% | +273.6% | -286.6% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling