-12.9%
ODFL vs WST
+16.9%
-29.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.6% |
| 7D | -4.4% | -3.1% | -1.3% | -4.0% |
| 30D | -6.1% | +9.1% | -15.2% | -7.3% |
| 3M | -21.9% | +14.7% | -36.6% | -23.4% |
| 6M | -17.6% | +28.0% | -45.6% | -20.6% |
| YTD | +5.6% | +45.6% | -40.0% | -0.5% |
| 1Y | +20.5% | +45.7% | -25.1% | +13.4% |
| All | -12.9% | +16.9% | -29.9% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling