+125.4%
WDAY vs EPAM
+170.1%
-44.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.2% | -2.1% |
| 7D | -2.5% | +13.4% | -15.9% | -8.2% |
| 30D | +4.7% | +47.1% | -42.4% | -11.1% |
| 3M | +13.3% | +71.2% | -57.9% | -9.5% |
| 6M | +57.3% | +48.9% | +8.4% | +31.7% |
| YTD | -10.2% | -22.2% | +12.1% | -4.7% |
| 1Y | -14.1% | -5.2% | -8.9% | -15.5% |
| 3Y | -11.7% | -34.9% | +23.3% | -5.7% |
| 5Y | -33.5% | -77.4% | +43.9% | +1.1% |
| All | +125.4% | +170.1% | -44.7% | -27.8% |
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