+1.0%
WBD vs EPAM
-81.9%
+82.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.2% |
| 7D | -1.8% | +2.0% | -3.8% | -2.3% |
| 30D | +8.8% | +6.5% | +2.3% | +6.4% |
| 3M | +4.6% | +19.9% | -15.3% | -1.5% |
| 6M | +1.1% | -16.9% | +18.0% | +4.3% |
| YTD | -2.0% | -42.9% | +40.9% | +10.5% |
| 1Y | +140.0% | -30.4% | +170.4% | +154.8% |
| 3Y | +144.4% | -54.7% | +199.1% | +180.6% |
| All | +1.0% | -81.9% | +82.9% | +10.6% |
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 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