+6,705.9%
ODFL vs WPM
+5,972.6%
+733.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | +7.0% | -6.9% | -0.6% |
| 30D | -13.4% | +15.7% | -29.2% | -15.0% |
| 3M | -24.2% | +35.2% | -59.4% | -27.1% |
| 6M | -3.3% | +6.1% | -9.4% | -4.7% |
| YTD | +19.8% | +32.6% | -12.8% | +14.7% |
| 1Y | +24.5% | +46.9% | -22.4% | +17.5% |
| 3Y | -9.6% | +276.3% | -285.9% | -24.8% |
| 5Y | +28.0% | +260.0% | -232.0% | +6.0% |
| 10Y | +735.3% | +508.5% | +226.7% | +532.0% |
| All | +6,705.9% | +5,972.6% | +733.3% | +3,066.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling