+30,172.0%
EXPD vs WSM
+38,956.5%
-8,784.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | -3.3% | +6.0% | -9.2% | -4.4% |
| 3M | +3.4% | +3.2% | +0.2% | +2.6% |
| 6M | +22.7% | +37.1% | -14.4% | +15.4% |
| YTD | +24.5% | +44.2% | -19.7% | +15.9% |
| 1Y | +38.6% | +34.2% | +4.4% | +30.6% |
| 3Y | +71.5% | +249.3% | -177.8% | +32.4% |
| 5Y | +56.2% | +169.3% | -113.0% | +23.2% |
| 10Y | +310.5% | +1,241.2% | -930.8% | +130.0% |
| All | +30,172.0% | +38,956.5% | -8,784.5% | +11,461.7% |
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 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