+130.1%
WDAY vs EPAM
+168.6%
-38.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -2.5% |
| 7D | -4.6% | +18.8% | -23.4% | -11.8% |
| 30D | +1.2% | +44.9% | -43.7% | -13.6% |
| 3M | +2.6% | +68.6% | -66.0% | -17.7% |
| 6M | +47.8% | +65.4% | -17.6% | +18.8% |
| YTD | -12.1% | -19.9% | +7.8% | -7.8% |
| 1Y | -17.1% | -10.0% | -7.1% | -17.0% |
| 3Y | -17.9% | -30.3% | +12.4% | -14.6% |
| 5Y | -35.1% | -75.7% | +40.6% | -5.0% |
| 10Y | +130.1% | +167.2% | -37.1% | -27.1% |
| All | +130.1% | +168.6% | -38.5% | -27.1% |
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