-44.6%
EPAM vs WETO
-99.4%
+54.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -0.9% | -57.2% | +56.4% | -1.2% |
| 30D | +18.4% | -48.8% | +67.1% | +17.7% |
| 3M | +19.2% | -97.7% | +116.9% | +21.7% |
| 6M | -21.0% | -94.3% | +73.4% | -22.0% |
| YTD | -43.7% | -97.0% | +53.3% | -44.4% |
| 1Y | -29.9% | -98.9% | +69.0% | -30.9% |
| All | -44.6% | -99.4% | +54.7% | -43.7% |
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