+332.6%
EXPD vs WSM
+1,313.8%
-981.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.1% |
| 7D | -5.5% | +0.9% | -6.3% | -5.7% |
| 30D | -1.9% | +8.6% | -10.4% | -3.7% |
| 3M | +6.1% | +4.2% | +1.8% | +4.9% |
| 6M | +21.6% | +44.6% | -23.0% | +11.7% |
| YTD | +27.9% | +48.5% | -20.6% | +16.6% |
| 1Y | +39.4% | +34.7% | +4.7% | +29.7% |
| 3Y | +72.7% | +271.0% | -198.4% | +24.9% |
| 5Y | +60.3% | +180.9% | -120.6% | +18.5% |
| 10Y | +332.6% | +1,235.4% | -902.8% | +124.7% |
| All | +332.6% | +1,313.8% | -981.3% | +124.7% |
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