+21.9%
WBD vs EPAM
+751.2%
-729.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.1% |
| 7D | -1.8% | +2.0% | -3.8% | -2.2% |
| 30D | +8.8% | +6.5% | +2.3% | +6.7% |
| 3M | +4.6% | +19.9% | -15.3% | -0.7% |
| 6M | +1.1% | -16.9% | +18.0% | +3.7% |
| YTD | -2.0% | -42.9% | +40.9% | +8.2% |
| 1Y | +140.0% | -30.4% | +170.4% | +152.5% |
| 3Y | +144.4% | -54.7% | +199.1% | +176.7% |
| 5Y | -0.2% | -81.8% | +81.6% | +23.7% |
| 10Y | +9.1% | +65.5% | -56.3% | -14.8% |
| All | +21.9% | +751.2% | -729.3% | -26.0% |
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