+112.4%
WFC vs ODFL
+559.8%
-447.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.3% |
| 7D | +2.5% | +5.8% | -3.3% | +0.4% |
| 30D | +7.0% | -5.3% | +12.3% | +8.9% |
| 3M | -1.8% | -19.0% | +17.2% | +5.5% |
| 6M | +18.4% | -7.5% | +25.9% | +20.1% |
| YTD | -5.6% | +11.8% | -17.4% | -12.1% |
| 1Y | +3.9% | +29.7% | -25.8% | -9.0% |
| 3Y | +126.3% | -9.1% | +135.5% | +118.8% |
| 5Y | +91.1% | +0.2% | +90.9% | +69.9% |
| All | +112.4% | +559.8% | -447.3% | -27.1% |
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