+33,206.7%
ODFL vs WSM
+38,761.2%
-5,554.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -3.0% | +2.6% | -5.6% | -3.5% |
| 30D | -14.3% | -9.3% | -5.0% | -12.6% |
| 3M | -26.7% | +7.1% | -33.8% | -27.8% |
| 6M | -7.5% | +21.7% | -29.2% | -11.0% |
| YTD | +16.5% | +28.7% | -12.2% | +11.0% |
| 1Y | +23.5% | +13.9% | +9.7% | +20.3% |
| 3Y | -12.1% | +232.2% | -244.2% | -31.5% |
| 5Y | +28.9% | +176.4% | -147.5% | +2.3% |
| 10Y | +746.5% | +1,072.4% | -325.9% | +397.2% |
| All | +33,206.7% | +38,761.2% | -5,554.6% | +14,426.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling