+293.4%
WBD vs ODFL
+6,479.1%
-6,185.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | -1.7% | -3.0% | +1.3% | -0.7% |
| 30D | +3.9% | -14.3% | +18.1% | +9.0% |
| 3M | +5.1% | -26.7% | +31.8% | +15.6% |
| 6M | +0.6% | -7.5% | +8.1% | +1.9% |
| YTD | -3.2% | +16.5% | -19.7% | -10.1% |
| 1Y | +127.7% | +23.5% | +104.1% | +106.4% |
| 3Y | +146.6% | -12.1% | +158.6% | +144.5% |
| 5Y | +4.2% | +28.9% | -24.7% | -10.4% |
| 10Y | +13.7% | +746.5% | -732.8% | -47.6% |
| All | +293.4% | +6,479.1% | -6,185.7% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling