+10.8%
WBD vs EPAM
+65.2%
-54.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +5.0% | +18.4% | -13.3% | +0.9% |
| 3M | +6.2% | +19.2% | -13.0% | +0.6% |
| 6M | +0.6% | -21.0% | +21.6% | +4.7% |
| YTD | -2.4% | -43.7% | +41.3% | +9.0% |
| 1Y | +127.7% | -29.9% | +157.6% | +139.9% |
| 3Y | +148.4% | -56.5% | +205.0% | +185.4% |
| 5Y | +4.2% | -81.7% | +85.9% | +29.2% |
| 10Y | +10.8% | +64.5% | -53.7% | -4.9% |
| All | +10.8% | +65.2% | -54.4% | -4.9% |
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