+806.0%
GWW vs EPAM
+1,040.5%
-234.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.9% |
| 7D | +5.3% | +9.1% | -3.8% | +3.6% |
| 30D | +12.4% | +38.5% | -26.0% | +6.8% |
| 3M | +13.7% | +61.0% | -47.2% | +5.5% |
| 6M | +18.0% | +58.0% | -40.0% | +8.6% |
| YTD | +44.6% | -23.5% | +68.0% | +47.5% |
| 1Y | +53.1% | -10.5% | +63.6% | +52.3% |
| 3Y | +90.2% | -33.8% | +124.1% | +93.1% |
| 5Y | +215.0% | -78.1% | +293.1% | +264.3% |
| 10Y | +658.9% | +157.7% | +501.2% | +455.1% |
| All | +806.0% | +1,040.5% | -234.5% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling