-81.7%
EPAM vs WTW
+45.2%
-126.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +1.4% |
| 7D | -2.2% | -7.1% | +5.0% | +1.9% |
| 30D | +17.8% | -8.5% | +26.3% | +23.6% |
| 3M | +19.9% | +20.6% | -0.7% | +8.0% |
| 6M | -21.6% | +7.2% | -28.8% | -25.4% |
| YTD | -44.0% | -3.9% | -40.2% | -44.2% |
| 1Y | -30.5% | -3.6% | -26.9% | -31.1% |
| 3Y | -56.8% | +60.7% | -117.5% | -72.0% |
| 5Y | -81.7% | +42.2% | -123.9% | -87.4% |
| All | -81.7% | +45.2% | -126.9% | -87.4% |
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