+302.1%
WDAY vs ODFL
+1,863.1%
-1,560.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | -4.4% | -6.3% | +1.9% | -2.0% |
| 30D | +14.7% | -13.6% | +28.3% | +21.6% |
| 3M | +32.4% | -24.2% | +56.5% | +47.4% |
| 6M | +36.9% | -13.8% | +50.7% | +42.7% |
| YTD | -8.8% | +19.0% | -27.9% | -17.8% |
| 1Y | -15.3% | +25.7% | -41.0% | -26.0% |
| 3Y | -21.2% | -13.1% | -8.1% | -23.0% |
| 5Y | -29.5% | +26.7% | -56.2% | -44.8% |
| 10Y | +120.0% | +721.5% | -601.5% | -30.5% |
| All | +302.1% | +1,863.1% | -1,560.9% | +13.2% |
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 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