+30,087.6%
ODFL vs WST
+15,637.7%
+14,449.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.9% |
| 7D | -4.4% | -3.1% | -1.3% | -3.4% |
| 30D | -6.1% | +9.1% | -15.2% | -8.9% |
| 3M | -21.9% | +14.7% | -36.6% | -25.6% |
| 6M | -17.6% | +28.0% | -45.6% | -24.7% |
| YTD | +5.6% | +45.6% | -40.0% | -8.3% |
| 1Y | +20.5% | +45.7% | -25.1% | +4.7% |
| 3Y | -14.8% | +21.1% | -35.9% | -28.6% |
| 5Y | -3.0% | +0.3% | -3.3% | -14.7% |
| 10Y | +607.6% | +449.0% | +158.6% | +218.4% |
| All | +30,087.6% | +15,637.7% | +14,449.9% | +5,975.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling