-2.2%
WBD vs EPAM
+1,174.9%
-1,177.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.1% |
| 7D | +1.0% | +7.2% | -6.2% | -0.7% |
| 30D | +26.7% | +16.0% | +10.7% | +22.4% |
| 3M | +91.1% | +11.1% | +80.0% | +86.2% |
| 6M | +164.8% | +10.1% | +154.7% | +157.6% |
| YTD | +114.5% | -25.0% | +139.5% | +126.8% |
| 1Y | +141.9% | -24.7% | +166.7% | +155.7% |
| 3Y | +120.7% | -44.5% | +165.3% | +141.9% |
| 5Y | +8.3% | -48.8% | +57.1% | +10.3% |
| 10Y | -21.9% | +144.8% | -166.7% | -42.8% |
| All | -2.2% | +1,174.9% | -1,177.1% | -44.2% |
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 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