+676.8%
GWW vs EPAM
+158.4%
+518.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +3.7% | -1.1% | +4.8% | +3.9% |
| 30D | +13.6% | +41.8% | -28.3% | +7.2% |
| 3M | +15.4% | +63.4% | -48.0% | +6.3% |
| 6M | +21.8% | +72.2% | -50.4% | +10.0% |
| YTD | +50.0% | -20.0% | +70.1% | +52.8% |
| 1Y | +60.2% | -9.0% | +69.3% | +59.4% |
| 3Y | +94.4% | -30.4% | +124.7% | +96.4% |
| 5Y | +221.8% | -75.6% | +297.4% | +284.9% |
| All | +676.8% | +158.4% | +518.3% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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