-18.1%
WDAY vs ODFL
+24.1%
-42.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -5.2% | -3.3% | -1.9% | -4.7% |
| 30D | +5.9% | -15.3% | +21.2% | +8.6% |
| 3M | +42.3% | -27.3% | +69.6% | +48.7% |
| 6M | +34.7% | -4.5% | +39.2% | +34.5% |
| YTD | -13.5% | +15.1% | -28.7% | -16.3% |
| 1Y | -18.1% | +21.1% | -39.2% | -24.2% |
| All | -18.1% | +24.1% | -42.2% | -24.2% |
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