+67.6%
EPAM vs WTW
+197.9%
-130.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | -4.5% | -7.8% | +3.3% | 0.0% |
| 30D | +14.6% | -7.9% | +22.5% | +20.0% |
| 3M | +23.1% | +19.9% | +3.1% | +10.9% |
| 6M | -19.5% | +9.8% | -29.3% | -24.4% |
| YTD | -44.1% | -3.3% | -40.8% | -44.3% |
| 1Y | -25.2% | -3.3% | -21.9% | -25.7% |
| 3Y | -56.8% | +61.5% | -118.4% | -70.0% |
| 5Y | -81.7% | +42.6% | -124.3% | -86.2% |
| All | +67.6% | +197.9% | -130.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling