-56.5%
EPAM vs WTW
+65.4%
-121.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | 0.0% |
| 30D | +18.4% | -5.6% | +24.0% | +20.5% |
| 3M | +19.2% | +26.5% | -7.3% | +11.0% |
| 6M | -21.0% | +8.1% | -29.1% | -24.2% |
| YTD | -43.7% | -0.3% | -43.4% | -45.3% |
| 1Y | -29.9% | -0.9% | -29.0% | -31.8% |
| 3Y | -56.5% | +66.6% | -123.2% | -62.6% |
| All | -56.5% | +65.4% | -121.9% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling