+450.2%
WCC vs EPAM
+751.2%
-301.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.2% | +4.5% |
| 7D | +4.5% | +2.0% | +2.5% | +3.9% |
| 30D | -5.8% | +6.5% | -12.3% | -8.1% |
| 3M | -3.7% | +19.9% | -23.6% | -10.3% |
| 6M | +23.1% | -16.9% | +40.0% | +26.1% |
| YTD | +44.2% | -42.9% | +87.0% | +62.3% |
| 1Y | +62.1% | -30.4% | +92.5% | +71.2% |
| 3Y | +121.1% | -54.7% | +175.8% | +158.2% |
| 5Y | +214.0% | -81.8% | +295.8% | +329.2% |
| 10Y | +472.8% | +65.5% | +407.3% | +338.3% |
| All | +450.2% | +751.2% | -301.0% | +217.3% |
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