+298.1%
WCN vs EPAM
+163.7%
+134.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.2% | +9.1% | -7.9% | -0.2% |
| 30D | +24.6% | +38.5% | -13.9% | +19.2% |
| 3M | +14.2% | +61.0% | -46.7% | +7.0% |
| 6M | +25.7% | +58.0% | -32.4% | +17.2% |
| YTD | +9.3% | -23.5% | +32.7% | +11.3% |
| 1Y | +15.3% | -10.5% | +25.9% | +15.0% |
| 3Y | +48.6% | -33.8% | +82.4% | +50.4% |
| 5Y | +46.9% | -78.1% | +125.1% | +75.5% |
| 10Y | +298.1% | +157.7% | +140.4% | +166.0% |
| All | +298.1% | +163.7% | +134.4% | +166.0% |
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