+27.1%
SW vs ODFL
+18.6%
+8.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.7% |
| 7D | +2.3% | -4.4% | +6.7% | +4.5% |
| 30D | +6.8% | -6.1% | +12.9% | +9.9% |
| 3M | -5.2% | -21.9% | +16.7% | +6.7% |
| 6M | +7.4% | -17.6% | +25.0% | +17.2% |
| YTD | +17.4% | +5.6% | +11.8% | +9.8% |
| 1Y | +27.1% | +20.5% | +6.6% | +9.9% |
| All | +27.1% | +18.6% | +8.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling