+727.5%
GWW vs EPAM
+751.2%
-23.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | +1.4% | +2.0% | -0.6% | +1.1% |
| 30D | +3.3% | +6.5% | -3.3% | +2.0% |
| 3M | +2.9% | +19.9% | -17.0% | -0.7% |
| 6M | +15.8% | -16.9% | +32.7% | +17.8% |
| YTD | +32.0% | -42.9% | +74.9% | +41.4% |
| 1Y | +29.9% | -30.4% | +60.3% | +34.4% |
| 3Y | +91.1% | -54.7% | +145.8% | +106.1% |
| 5Y | +223.9% | -81.8% | +305.7% | +283.4% |
| 10Y | +567.0% | +65.5% | +501.6% | +420.7% |
| All | +727.5% | +751.2% | -23.7% | +460.8% |
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