+36,003.5%
ODFL vs WTW
+1,101.3%
+34,902.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -2.8% | -7.8% | +5.0% | +0.3% |
| 30D | -13.7% | -7.9% | -5.8% | -11.0% |
| 3M | -23.4% | +19.9% | -43.3% | -29.2% |
| 6M | -7.2% | +9.8% | -17.0% | -11.8% |
| YTD | +15.6% | -3.3% | +19.0% | +15.1% |
| 1Y | +24.2% | -3.3% | +27.5% | +23.3% |
| 3Y | -12.8% | +61.5% | -74.3% | -30.4% |
| 5Y | +27.1% | +42.6% | -15.5% | +6.4% |
| 10Y | +739.9% | +197.1% | +542.9% | +416.4% |
| All | +36,003.5% | +1,101.3% | +34,902.2% | +30,826.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling