-45.0%
EPAM vs WETO
-99.4%
+54.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -0.1% |
| 7D | -4.5% | -19.9% | +15.4% | -4.5% |
| 30D | +14.6% | -42.7% | +57.3% | +14.0% |
| 3M | +23.1% | -97.7% | +120.8% | +25.8% |
| 6M | -19.5% | -94.4% | +75.0% | -20.4% |
| YTD | -44.1% | -97.0% | +52.9% | -44.8% |
| 1Y | -25.2% | -98.9% | +73.7% | -26.3% |
| All | -45.0% | -99.4% | +54.3% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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