+179.5%
SW vs ODFL
+548.9%
-369.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | +4.2% | -6.3% | +10.5% | +6.0% |
| 3M | -11.5% | -19.1% | +7.6% | -6.4% |
| 6M | +8.6% | -9.9% | +18.5% | +11.5% |
| YTD | +15.0% | +9.9% | +5.0% | +12.0% |
| 1Y | +25.7% | +24.4% | +1.3% | +18.7% |
| 3Y | +44.8% | -11.0% | +55.8% | +44.6% |
| 5Y | -1.7% | -1.4% | -0.3% | -7.0% |
| All | +179.5% | +548.9% | -369.3% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling