+101.4%
EXE vs WSM
+182.5%
-81.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | +2.6% | -5.3% | -3.0% |
| 30D | -0.4% | -9.3% | +8.9% | +0.7% |
| 3M | +9.5% | +7.1% | +2.4% | +8.5% |
| 6M | -9.3% | +21.7% | -31.1% | -11.7% |
| YTD | -10.9% | +28.7% | -39.6% | -14.1% |
| 1Y | +4.3% | +13.9% | -9.6% | +2.0% |
| 3Y | +18.8% | +232.2% | -213.4% | -4.9% |
| 5Y | +101.4% | +176.4% | -75.0% | +59.0% |
| All | +101.4% | +182.5% | -81.1% | +59.0% |
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 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