+2,589.5%
WM vs ODFL
+29,953.1%
-27,363.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +0.8% | -5.0% | +5.7% | +1.2% |
| 30D | +13.8% | -6.3% | +20.1% | +14.4% |
| 3M | +6.4% | -18.5% | +24.9% | +8.1% |
| 6M | +13.2% | -12.4% | +25.6% | +14.2% |
| YTD | +10.8% | +9.2% | +1.6% | +9.4% |
| 1Y | +20.2% | +23.0% | -2.8% | +17.5% |
| 3Y | +46.5% | -11.6% | +58.1% | +45.6% |
| 5Y | +61.3% | +0.1% | +61.1% | +57.0% |
| 10Y | +324.8% | +550.8% | -226.1% | +255.7% |
| All | +2,589.5% | +29,953.1% | -27,363.6% | +1,725.2% |
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