-21.7%
EPAM vs WETO
-99.9%
+78.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | +2.4% | -39.7% | +42.1% | +2.3% |
| 30D | +42.3% | -26.7% | +69.0% | +42.3% |
| 3M | +60.7% | -83.1% | +143.8% | +58.9% |
| 6M | +80.5% | -98.8% | +179.3% | +79.2% |
| YTD | -20.4% | -99.3% | +78.9% | -21.7% |
| 1Y | -9.6% | -99.4% | +89.8% | -11.2% |
| All | -21.7% | -99.9% | +78.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling