+33,922.3%
ODFL vs WST
+13,282.2%
+20,640.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -13.6% | -3.1% | -10.4% | -12.7% |
| 3M | -24.2% | +7.2% | -31.4% | -26.2% |
| 6M | -13.8% | +36.8% | -50.6% | -23.2% |
| YTD | +19.0% | +23.8% | -4.8% | +9.5% |
| 1Y | +25.7% | +37.8% | -12.1% | +10.8% |
| 3Y | -13.1% | -15.9% | +2.8% | -16.7% |
| 5Y | +26.7% | -25.8% | +52.5% | +24.1% |
| 10Y | +721.5% | +319.6% | +401.9% | +306.0% |
| All | +33,922.3% | +13,282.2% | +20,640.1% | +7,150.6% |
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