+15.8%
WCN vs EPAM
-10.0%
+25.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +0.4% | +18.5% | -18.1% | -1.1% |
| 30D | +25.3% | +44.0% | -18.7% | +21.5% |
| 3M | +15.4% | +63.0% | -47.5% | +10.9% |
| 6M | +27.8% | +67.3% | -39.4% | +21.3% |
| YTD | +10.6% | -20.5% | +31.1% | +13.5% |
| 1Y | +15.8% | -9.6% | +25.4% | +19.2% |
| All | +15.8% | -10.0% | +25.8% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling