An extensible laminate having improved set and hysteresis is disclosed. The extensible laminate includes an extensible nonwoven web laminated to an elastomeric sheet that have been mechanically stretched in the cross direction after lamination. A method for making the extensible laminate includes laminating an extensible nonwoven web to an elastomeric sheet to form a laminate and mechanically stretching the laminate in a cross direction by at least about 50 percent.