+746.5%
ODFL vs WST
+325.7%
+420.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -3.0% | -1.7% | -1.4% | -2.5% |
| 30D | -14.3% | -4.3% | -9.9% | -13.1% |
| 3M | -26.7% | +0.7% | -27.5% | -27.0% |
| 6M | -7.5% | +36.0% | -43.5% | -16.6% |
| YTD | +16.5% | +22.7% | -6.2% | +8.3% |
| 1Y | +23.5% | +34.1% | -10.6% | +11.1% |
| 3Y | -12.1% | -13.6% | +1.5% | -15.2% |
| 5Y | +28.9% | -26.0% | +54.9% | +28.5% |
| 10Y | +746.5% | +335.8% | +410.7% | +297.5% |
| All | +746.5% | +325.7% | +420.8% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling