+236.4%
WCN vs EPAM
+65.2%
+171.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.8% |
| 7D | -0.4% | -0.9% | +0.4% | -0.3% |
| 30D | -2.1% | +18.4% | -20.5% | -4.3% |
| 3M | +6.4% | +19.2% | -12.8% | +3.3% |
| 6M | -3.7% | -21.0% | +17.3% | -1.5% |
| YTD | -6.4% | -43.7% | +37.4% | -0.4% |
| 1Y | -7.9% | -29.9% | +21.9% | -5.2% |
| 3Y | +20.8% | -56.5% | +77.3% | +29.7% |
| 5Y | +29.0% | -81.7% | +110.7% | +54.4% |
| 10Y | +236.4% | +64.5% | +171.8% | +137.6% |
| All | +236.4% | +65.2% | +171.1% | +137.6% |
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