+19.1%
SHW vs ODFL
-13.4%
+32.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.5% | -2.8% | -1.7% | -3.7% |
| 30D | -12.7% | -13.7% | +1.0% | -9.1% |
| 3M | +4.7% | -23.4% | +28.1% | +12.4% |
| 6M | -3.4% | -7.2% | +3.7% | -2.0% |
| YTD | -1.3% | +15.6% | -17.0% | -6.3% |
| 1Y | -10.4% | +24.2% | -34.5% | -16.8% |
| All | +19.1% | -13.4% | +32.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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