+88.3%
EXPE vs WSM
+182.5%
-94.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -11.5% | +2.6% | -14.1% | -12.3% |
| 30D | -13.1% | -9.3% | -3.8% | -10.1% |
| 3M | +18.1% | +7.1% | +11.1% | +15.3% |
| 6M | +13.3% | +21.7% | -8.5% | +5.6% |
| YTD | -3.2% | +28.7% | -32.0% | -11.6% |
| 1Y | +26.1% | +13.9% | +12.3% | +19.8% |
| 3Y | +151.7% | +232.2% | -80.5% | +51.0% |
| 5Y | +88.3% | +176.4% | -88.0% | +9.6% |
| All | +88.3% | +182.5% | -94.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling