-14.1%
ODFL vs WTW
+61.9%
-76.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.3% | -5.7% | +2.4% | -1.9% |
| 30D | -15.3% | -7.3% | -8.0% | -13.8% |
| 3M | -27.3% | +21.5% | -48.8% | -31.4% |
| 6M | -4.5% | +9.6% | -14.1% | -7.5% |
| YTD | +15.1% | -3.3% | +18.4% | +16.2% |
| 1Y | +21.1% | -6.1% | +27.2% | +23.3% |
| 3Y | -14.1% | +61.8% | -75.9% | -22.3% |
| All | -14.1% | +61.9% | -76.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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