-75.7%
EPAM vs WTW
+52.0%
-127.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +3.6% |
| 7D | +18.8% | +1.6% | +17.2% | +17.7% |
| 30D | +44.9% | +12.4% | +32.6% | +35.7% |
| 3M | +68.6% | -2.6% | +71.2% | +71.0% |
| 6M | +65.4% | +30.8% | +34.7% | +42.7% |
| YTD | -19.9% | +2.3% | -22.2% | -22.8% |
| 1Y | -10.0% | +4.9% | -14.9% | -14.7% |
| 3Y | -30.3% | +43.9% | -74.1% | -49.2% |
| 5Y | -75.7% | +53.8% | -129.5% | -83.9% |
| All | -75.7% | +52.0% | -127.6% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling