-30.5%
WDAY vs ODFL
+27.9%
-58.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.8% |
| 7D | -7.4% | -3.0% | -4.4% | -6.4% |
| 30D | +1.0% | -14.3% | +15.3% | +6.3% |
| 3M | +32.7% | -26.7% | +59.4% | +46.9% |
| 6M | +25.6% | -7.5% | +33.1% | +27.1% |
| YTD | -13.4% | +16.5% | -29.9% | -20.3% |
| 1Y | -19.4% | +23.5% | -42.9% | -27.9% |
| 3Y | -25.8% | -12.1% | -13.7% | -27.4% |
| All | -30.5% | +27.9% | -58.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling