+736.0%
EPAM vs WTW
+319.2%
+416.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -1.2% |
| 7D | +2.0% | -2.6% | +4.6% | +3.4% |
| 30D | +6.5% | -1.0% | +7.5% | +7.0% |
| 3M | +19.9% | +29.9% | -10.0% | +3.8% |
| 6M | -16.9% | +10.7% | -27.6% | -22.1% |
| YTD | -42.9% | +2.6% | -45.5% | -44.8% |
| 1Y | -30.4% | +2.8% | -33.1% | -33.1% |
| 3Y | -54.7% | +67.3% | -122.0% | -68.3% |
| 5Y | -81.8% | +56.6% | -138.4% | -86.7% |
| 10Y | +65.5% | +204.1% | -138.6% | -17.6% |
| All | +736.0% | +319.2% | +416.8% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling