+907.4%
WCN vs EPAM
+1,058.6%
-151.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.9% |
| 7D | +2.9% | +13.4% | -10.5% | +1.2% |
| 30D | +22.1% | +47.1% | -25.0% | +16.5% |
| 3M | +13.2% | +71.2% | -58.0% | +6.0% |
| 6M | +23.7% | +48.9% | -25.2% | +16.9% |
| YTD | +8.7% | -22.2% | +31.0% | +10.3% |
| 1Y | +15.3% | -5.2% | +20.5% | +14.2% |
| 3Y | +46.0% | -34.9% | +81.0% | +47.9% |
| 5Y | +45.9% | -77.4% | +123.3% | +63.0% |
| 10Y | +311.1% | +158.1% | +153.0% | +226.4% |
| All | +907.4% | +1,058.6% | -151.2% | +709.9% |
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