+302.9%
WM vs ODFL
+732.4%
-429.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -4.3% | -13.4% | +9.1% | -2.0% |
| 3M | +0.8% | -24.2% | +24.9% | +5.4% |
| 6M | -10.8% | -3.3% | -7.4% | -10.9% |
| YTD | -0.1% | +19.8% | -19.8% | -4.5% |
| 1Y | +1.0% | +24.5% | -23.5% | -4.4% |
| 3Y | +45.1% | -9.6% | +54.7% | +42.2% |
| 5Y | +52.1% | +28.0% | +24.1% | +31.7% |
| 10Y | +302.9% | +735.3% | -432.3% | +106.4% |
| All | +302.9% | +732.4% | -429.5% | +106.4% |
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