+302.1%
WDAY vs EPAM
+501.4%
-199.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.5% |
| 7D | -4.4% | +2.0% | -6.3% | -5.1% |
| 30D | +14.7% | +6.5% | +8.2% | +11.4% |
| 3M | +32.4% | +19.9% | +12.4% | +23.1% |
| 6M | +36.9% | -16.9% | +53.8% | +45.7% |
| YTD | -8.8% | -42.9% | +34.0% | +9.9% |
| 1Y | -15.3% | -30.4% | +15.1% | -5.4% |
| 3Y | -21.2% | -54.7% | +33.5% | -2.5% |
| 5Y | -29.5% | -81.8% | +52.3% | +8.6% |
| 10Y | +120.0% | +65.5% | +54.6% | +34.0% |
| All | +302.1% | +501.4% | -199.3% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling