+21.2%
EXE vs WSM
+260.3%
-239.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.8% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -2.2% | +5.1% | -7.3% | -2.5% |
| 3M | -5.9% | +5.1% | -11.0% | -6.2% |
| 6M | -5.7% | +48.6% | -54.3% | -8.1% |
| YTD | -17.8% | +44.2% | -62.0% | -20.0% |
| 1Y | -23.1% | +38.1% | -61.2% | -24.9% |
| 3Y | +21.2% | +257.2% | -236.0% | +0.5% |
| All | +21.2% | +260.3% | -239.1% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling