+455.1%
WCC vs EPAM
+170.1%
+285.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.0% | +3.2% |
| 7D | -14.7% | +13.4% | -28.1% | -18.8% |
| 30D | -20.1% | +47.1% | -67.1% | -29.9% |
| 3M | -21.2% | +71.2% | -92.3% | -34.4% |
| 6M | -19.2% | +48.9% | -68.1% | -31.8% |
| YTD | +20.2% | -22.2% | +42.5% | +23.4% |
| 1Y | +14.5% | -5.2% | +19.6% | +9.5% |
| 3Y | +115.1% | -34.9% | +150.1% | +125.7% |
| 5Y | +121.5% | -77.4% | +198.9% | +209.2% |
| All | +455.1% | +170.1% | +285.0% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling