+5,258.1%
WFC vs ODFL
+32,863.2%
-27,605.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +0.8% | -13.4% | +14.2% | +3.3% |
| 3M | +9.3% | -24.2% | +33.4% | +14.4% |
| 6M | +10.6% | -3.3% | +13.9% | +10.8% |
| YTD | -4.1% | +19.8% | -23.8% | -7.8% |
| 1Y | +13.6% | +24.5% | -11.0% | +8.1% |
| 3Y | +130.7% | -9.6% | +140.4% | +129.4% |
| 5Y | +126.7% | +28.0% | +98.7% | +109.7% |
| 10Y | +132.1% | +735.3% | -603.1% | +59.0% |
| All | +5,258.1% | +32,863.2% | -27,605.1% | +2,384.2% |
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