+127.7%
EXPE vs WSM
+1,131.4%
-1,003.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | -6.1% | +5.1% | -11.2% | -7.2% |
| 3M | -21.3% | +5.1% | -26.4% | -22.3% |
| 6M | +19.0% | +48.6% | -29.6% | +5.2% |
| YTD | -8.4% | +44.2% | -52.6% | -18.4% |
| 1Y | -2.8% | +38.1% | -40.9% | -12.2% |
| 3Y | +120.8% | +257.2% | -136.5% | +40.7% |
| 5Y | +46.2% | +165.1% | -118.9% | -2.8% |
| All | +127.7% | +1,131.4% | -1,003.7% | -13.0% |
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 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