+428.1%
WMT vs ODFL
+742.1%
-314.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -7.4% | -15.3% | +7.9% | -5.0% |
| 3M | -10.9% | -27.3% | +16.5% | -6.4% |
| 6M | -12.7% | -4.5% | -8.2% | -12.5% |
| YTD | -3.2% | +15.1% | -18.4% | -6.3% |
| 1Y | +5.3% | +21.1% | -15.8% | +0.7% |
| 3Y | +101.9% | -14.1% | +116.0% | +100.2% |
| 5Y | +134.6% | +26.6% | +108.0% | +110.4% |
| All | +428.1% | +742.1% | -314.1% | +242.8% |
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