-0.4%
ODFL vs WPM
+210.4%
-210.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +5.8% | -3.6% | +9.4% | +6.3% |
| 30D | -5.3% | +1.4% | -6.8% | -5.6% |
| 3M | -19.0% | -0.2% | -18.8% | -19.3% |
| 6M | -7.5% | -7.3% | -0.2% | -7.3% |
| YTD | +11.8% | +12.3% | -0.6% | +8.7% |
| 1Y | +29.7% | +24.9% | +4.8% | +24.5% |
| 3Y | -9.1% | +210.4% | -219.5% | -28.2% |
| All | -0.4% | +210.4% | -210.8% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling