+160.0%
EXPE vs WSM
+1,071.8%
-911.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -5.8% | -0.5% | -5.3% | -5.6% |
| 30D | -13.6% | -7.7% | -5.9% | -11.5% |
| 3M | +25.2% | +3.8% | +21.4% | +23.7% |
| 6M | +22.3% | +22.7% | -0.3% | +14.6% |
| YTD | -0.3% | +28.0% | -28.3% | -8.0% |
| 1Y | +27.8% | +12.7% | +15.1% | +22.5% |
| 3Y | +162.4% | +231.3% | -68.8% | +70.8% |
| 5Y | +95.8% | +177.2% | -81.4% | +28.7% |
| All | +160.0% | +1,071.8% | -911.7% | +6.8% |
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