+660.4%
WDC vs EPAM
+168.6%
+491.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.4% |
| 7D | -16.7% | +18.8% | -35.5% | -21.8% |
| 30D | -27.2% | +44.9% | -72.2% | -35.6% |
| 3M | -34.0% | +68.6% | -102.6% | -44.5% |
| 6M | -39.7% | +65.4% | -105.1% | -50.5% |
| YTD | +68.1% | -19.9% | +87.9% | +70.9% |
| 1Y | +66.3% | -10.0% | +76.3% | +62.5% |
| 3Y | +754.4% | -30.3% | +784.7% | +753.0% |
| 5Y | +595.8% | -75.7% | +671.4% | +847.6% |
| 10Y | +660.4% | +167.2% | +493.2% | +167.0% |
| All | +660.4% | +168.6% | +491.8% | +167.0% |
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