-13.7%
ODFL vs WSM
+226.4%
-240.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -13.7% | -10.7% | -2.9% | -10.4% |
| 3M | -23.4% | +8.5% | -31.8% | -25.5% |
| 6M | -7.2% | +19.6% | -26.8% | -12.7% |
| YTD | +15.6% | +26.6% | -11.0% | +7.2% |
| 1Y | +24.2% | +12.0% | +12.2% | +18.9% |
| All | -13.7% | +226.4% | -240.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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