+30,655.0%
ODFL vs WST
+16,139.2%
+14,515.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -5.4% | +1.4% | -6.8% | -5.9% |
| 30D | -7.7% | +12.7% | -20.4% | -11.4% |
| 3M | -20.8% | +17.2% | -38.0% | -25.1% |
| 6M | -15.0% | +26.7% | -41.7% | -22.0% |
| YTD | +7.6% | +50.3% | -42.7% | -7.5% |
| 1Y | +22.7% | +50.2% | -27.5% | +5.5% |
| 3Y | -12.9% | +21.7% | -34.6% | -27.0% |
| 5Y | -0.1% | +2.0% | -2.1% | -12.6% |
| 10Y | +550.4% | +451.1% | +99.3% | +192.5% |
| All | +30,655.0% | +16,139.2% | +14,515.9% | +6,024.8% |
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