+80.3%
EXE vs WSM
+163.9%
-83.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.7% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -2.2% | +5.1% | -7.3% | -2.8% |
| 3M | -5.9% | +5.1% | -11.0% | -6.5% |
| 6M | -5.7% | +48.6% | -54.3% | -10.3% |
| YTD | -17.8% | +44.2% | -62.0% | -21.9% |
| 1Y | -23.1% | +38.1% | -61.2% | -26.6% |
| 3Y | +21.2% | +257.2% | -236.0% | -4.4% |
| All | +80.3% | +163.9% | -83.6% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling