+10.5%
WBD vs EPAM
-83.6%
+94.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +15.6% | -1.8% | +9.4% |
| 7D | +13.8% | +15.6% | -1.8% | +9.4% |
| 30D | +13.8% | +15.6% | -1.8% | +9.4% |
| 3M | +13.8% | +15.6% | -1.8% | +9.4% |
| 6M | +13.3% | -20.3% | +33.6% | +20.3% |
| YTD | +7.4% | -46.3% | +53.7% | +25.3% |
| 1Y | +63.0% | -28.7% | +91.6% | +74.8% |
| 3Y | +206.7% | -53.8% | +260.5% | +258.7% |
| All | +10.5% | -83.6% | +94.1% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling