-26.2%
WDAY vs ODFL
-12.7%
-13.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | -7.4% | -3.0% | -4.4% | -6.8% |
| 30D | +1.0% | -14.3% | +15.3% | +4.5% |
| 3M | +32.7% | -26.7% | +59.4% | +41.8% |
| 6M | +25.6% | -7.5% | +33.1% | +26.7% |
| YTD | -13.4% | +16.5% | -29.9% | -17.9% |
| 1Y | -19.4% | +23.5% | -42.9% | -25.0% |
| All | -26.2% | -12.7% | -13.5% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling