+17.5%
WBD vs EPAM
+697.4%
-679.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +1.0% | -4.0% | +5.0% | +1.9% |
| 30D | -0.4% | -20.5% | +20.2% | +4.8% |
| 3M | +1.7% | -38.2% | +39.9% | +12.3% |
| 6M | +19.6% | -31.9% | +51.5% | +28.4% |
| YTD | -5.6% | -46.5% | +40.9% | +7.4% |
| 1Y | +225.2% | -31.1% | +256.3% | +246.6% |
| 3Y | +111.2% | -54.8% | +166.0% | +141.2% |
| 5Y | -25.8% | -76.2% | +50.5% | -11.0% |
| 10Y | -1.9% | +53.9% | -55.7% | -21.1% |
| All | +17.5% | +697.4% | -679.9% | -26.6% |
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 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