+142.7%
WFC vs ODFL
+745.7%
-603.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +0.3% | -2.8% | +3.1% | +1.3% |
| 30D | +2.3% | -13.7% | +15.9% | +7.8% |
| 3M | +9.8% | -23.4% | +33.1% | +20.4% |
| 6M | +15.6% | -7.2% | +22.7% | +17.1% |
| YTD | -2.4% | +15.6% | -18.1% | -10.1% |
| 1Y | +13.8% | +24.2% | -10.3% | +1.4% |
| 3Y | +134.6% | -12.8% | +147.4% | +131.4% |
| 5Y | +127.9% | +27.1% | +100.8% | +80.8% |
| All | +142.7% | +745.7% | -603.0% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling