+349.1%
WCC vs EPAM
+1,105.1%
-756.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +20.6% | -30.2% | -14.7% |
| 7D | -21.9% | +23.0% | -44.9% | -26.9% |
| 30D | -25.4% | +51.6% | -77.0% | -34.1% |
| 3M | -23.1% | +50.8% | -73.9% | -32.7% |
| 6M | -18.1% | +51.1% | -69.2% | -29.8% |
| YTD | +17.7% | -19.1% | +36.8% | +18.8% |
| 1Y | +12.4% | +3.0% | +9.4% | +5.3% |
| 3Y | +105.9% | -31.2% | +137.0% | +111.2% |
| 5Y | +116.8% | -76.5% | +193.3% | +174.3% |
| 10Y | +456.1% | +168.4% | +287.6% | +272.5% |
| All | +349.1% | +1,105.1% | -756.0% | +132.1% |
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