+169.7%
EXE vs WSM
+284.6%
-114.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -0.9% | -7.7% | +6.8% | -0.1% |
| 3M | +9.6% | +3.8% | +5.8% | +9.0% |
| 6M | -11.6% | +22.7% | -34.3% | -13.9% |
| YTD | -12.6% | +28.0% | -40.6% | -15.4% |
| 1Y | +1.2% | +12.7% | -11.5% | -0.8% |
| 3Y | +18.0% | +231.3% | -213.2% | -2.7% |
| 5Y | +101.1% | +177.2% | -76.1% | +62.8% |
| All | +169.7% | +284.6% | -114.9% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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