+322.4%
WCN vs EPAM
+158.4%
+163.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +26.4% | +41.8% | -15.4% | +20.6% |
| 3M | +17.5% | +63.4% | -45.8% | +9.9% |
| 6M | +28.7% | +72.2% | -43.5% | +18.7% |
| YTD | +11.5% | -20.0% | +31.6% | +13.0% |
| 1Y | +15.9% | -9.0% | +24.9% | +15.3% |
| 3Y | +51.6% | -30.4% | +82.0% | +52.4% |
| 5Y | +47.9% | -75.6% | +123.5% | +72.6% |
| All | +322.4% | +158.4% | +163.9% | +174.3% |
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 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