+1,221.5%
WDC vs EPAM
+66.7%
+1,154.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.2% | +6.5% |
| 7D | +1.7% | +2.0% | -0.2% | +1.1% |
| 30D | -10.0% | +6.5% | -16.5% | -11.9% |
| 3M | -18.8% | +19.9% | -38.7% | -24.8% |
| 6M | +79.0% | -16.9% | +96.0% | +83.7% |
| YTD | +171.6% | -42.9% | +214.4% | +209.8% |
| 1Y | +417.4% | -30.4% | +447.8% | +450.3% |
| 3Y | +1,251.8% | -54.7% | +1,306.5% | +1,462.7% |
| 5Y | +911.7% | -81.8% | +993.5% | +1,385.9% |
| All | +1,221.5% | +66.7% | +1,154.9% | +465.9% |
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