+123.9%
WDAY vs EPAM
+163.7%
-39.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -4.0% | +9.1% | -13.1% | -8.2% |
| 30D | +1.9% | +38.5% | -36.5% | -11.4% |
| 3M | +5.9% | +61.0% | -55.1% | -13.4% |
| 6M | +48.8% | +58.0% | -9.2% | +21.9% |
| YTD | -11.4% | -23.5% | +12.0% | -5.5% |
| 1Y | -15.5% | -10.5% | -5.0% | -15.1% |
| 3Y | -15.6% | -33.8% | +18.2% | -10.5% |
| 5Y | -35.2% | -78.1% | +42.9% | +0.2% |
| 10Y | +123.9% | +157.7% | -33.9% | -27.5% |
| All | +123.9% | +163.7% | -39.8% | -27.5% |
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