+122.3%
EXPE vs WSM
+271.7%
-149.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -17.8% | -3.0% | -14.8% | -16.8% |
| 30D | -3.2% | +10.1% | -13.3% | -5.6% |
| 3M | -19.0% | +4.9% | -23.9% | -19.9% |
| 6M | +17.7% | +49.8% | -32.1% | +4.7% |
| YTD | -7.8% | +48.7% | -56.5% | -17.8% |
| 1Y | -1.4% | +38.7% | -40.1% | -10.4% |
| All | +122.3% | +271.7% | -149.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling