+119.3%
WDAY vs EPAM
+66.7%
+52.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.4% |
| 7D | -4.4% | +2.0% | -6.3% | -5.1% |
| 30D | +14.7% | +6.5% | +8.2% | +11.2% |
| 3M | +32.4% | +19.9% | +12.4% | +22.6% |
| 6M | +36.9% | -16.9% | +53.8% | +46.0% |
| YTD | -8.8% | -42.9% | +34.0% | +10.7% |
| 1Y | -15.3% | -30.4% | +15.1% | -5.1% |
| 3Y | -21.2% | -54.7% | +33.5% | -1.9% |
| 5Y | -29.5% | -81.8% | +52.3% | +15.2% |
| All | +119.3% | +66.7% | +52.6% | -6.0% |
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