+30,859.1%
EXPD vs WSM
+34,755.7%
-3,896.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | -1.1% | -3.3% | +2.1% | -0.6% |
| 30D | +4.1% | -8.4% | +12.5% | +5.7% |
| 3M | +17.9% | +9.7% | +8.3% | +15.7% |
| 6M | +29.2% | +16.7% | +12.5% | +25.1% |
| YTD | +27.4% | +28.7% | -1.3% | +21.1% |
| 1Y | +56.8% | +13.7% | +43.2% | +52.3% |
| 3Y | +68.0% | +230.1% | -162.1% | +31.1% |
| 5Y | +61.9% | +179.0% | -117.1% | +27.0% |
| 10Y | +316.0% | +1,002.5% | -686.5% | +141.5% |
| All | +30,859.1% | +34,755.7% | -3,896.6% | +11,989.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling