+571.9%
GWW vs EPAM
+63.9%
+508.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +1.1% | +18.4% | -17.2% | -1.6% |
| 3M | -1.0% | +19.2% | -20.2% | -4.6% |
| 6M | +16.3% | -21.0% | +37.3% | +19.6% |
| YTD | +28.5% | -43.7% | +72.2% | +38.9% |
| 1Y | +30.3% | -29.9% | +60.2% | +35.1% |
| 3Y | +91.6% | -56.5% | +148.1% | +109.8% |
| 5Y | +224.0% | -81.7% | +305.6% | +301.2% |
| All | +571.9% | +63.9% | +508.0% | +339.1% |
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