-13.5%
WDAY vs ODFL
+32.0%
-45.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -1.2% | +3.5% | -4.7% | -1.8% |
| 30D | +6.8% | 0.0% | +6.8% | +6.7% |
| 3M | +17.8% | -18.1% | +35.9% | +21.6% |
| 6M | +57.8% | -6.4% | +64.2% | +60.0% |
| YTD | -6.0% | +14.9% | -20.9% | -11.1% |
| 1Y | -13.5% | +27.7% | -41.2% | -20.7% |
| All | -13.5% | +32.0% | -45.5% | -20.7% |
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