+62.8%
EXPD vs WSM
+179.2%
-116.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -1.1% | -3.3% | +2.1% | -0.4% |
| 30D | +4.1% | -8.4% | +12.5% | +6.2% |
| 3M | +17.9% | +9.7% | +8.3% | +15.0% |
| 6M | +29.2% | +16.7% | +12.5% | +23.8% |
| YTD | +27.4% | +28.7% | -1.3% | +19.1% |
| 1Y | +56.8% | +13.7% | +43.2% | +50.8% |
| 3Y | +68.0% | +230.1% | -162.1% | +17.9% |
| All | +62.8% | +179.2% | -116.4% | +13.9% |
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