+133.3%
WFC vs ODFL
-12.7%
+146.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.7% |
| 7D | +0.4% | -3.0% | +3.5% | +1.2% |
| 30D | +2.5% | -14.3% | +16.7% | +6.6% |
| 3M | +10.0% | -26.7% | +36.7% | +19.1% |
| 6M | +15.1% | -7.5% | +22.5% | +16.2% |
| YTD | -2.2% | +16.5% | -18.7% | -8.1% |
| 1Y | +13.5% | +23.5% | -10.1% | +4.4% |
| All | +133.3% | -12.7% | +146.0% | +129.2% |
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 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