-11.7%
WDAY vs EPAM
-33.7%
+22.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.2% | -2.2% |
| 7D | -2.5% | +13.4% | -15.9% | -7.9% |
| 30D | +4.7% | +47.1% | -42.4% | -11.0% |
| 3M | +13.3% | +71.2% | -57.9% | -9.4% |
| 6M | +57.3% | +48.9% | +8.4% | +30.8% |
| YTD | -10.2% | -22.2% | +12.1% | -8.3% |
| 1Y | -14.1% | -5.2% | -8.9% | -17.5% |
| 3Y | -11.7% | -34.9% | +23.3% | -14.3% |
| All | -11.7% | -33.7% | +22.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling