+93.3%
GWW vs EPAM
-30.1%
+123.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +3.6% | +2.4% | +1.1% | +3.4% |
| 30D | +12.1% | +42.3% | -30.2% | +9.3% |
| 3M | +12.9% | +60.7% | -47.8% | +9.0% |
| 6M | +19.3% | +80.5% | -61.2% | +13.3% |
| YTD | +48.7% | -20.4% | +69.1% | +54.9% |
| 1Y | +60.5% | -9.6% | +70.1% | +64.1% |
| 3Y | +93.3% | -30.5% | +123.7% | +97.6% |
| All | +93.3% | -30.1% | +123.3% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling