+336.4%
WM vs ODFL
+595.1%
-258.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.5% |
| 7D | +1.2% | -4.4% | +5.6% | +2.0% |
| 30D | +13.1% | -6.1% | +19.2% | +14.3% |
| 3M | +3.6% | -21.9% | +25.5% | +7.9% |
| 6M | +8.1% | -17.6% | +25.6% | +11.2% |
| YTD | +8.9% | +5.6% | +3.3% | +6.3% |
| 1Y | +20.3% | +20.5% | -0.2% | +14.5% |
| 3Y | +46.2% | -14.8% | +61.0% | +44.3% |
| 5Y | +59.9% | -3.0% | +62.9% | +47.9% |
| All | +336.4% | +595.1% | -258.7% | +150.1% |
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