+776.7%
WCN vs EPAM
+751.2%
+25.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -0.6% | +2.0% | -2.6% | -0.9% |
| 30D | +0.4% | +6.5% | -6.1% | -0.5% |
| 3M | +7.3% | +19.9% | -12.6% | +4.5% |
| 6M | -2.5% | -16.9% | +14.4% | -1.2% |
| YTD | -5.4% | -42.9% | +37.5% | -0.2% |
| 1Y | -8.5% | -30.4% | +21.9% | -5.9% |
| 3Y | +20.8% | -54.7% | +75.5% | +27.9% |
| 5Y | +30.0% | -81.8% | +111.8% | +48.5% |
| 10Y | +238.4% | +65.5% | +173.0% | +182.2% |
| All | +776.7% | +751.2% | +25.5% | +632.7% |
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