+822.0%
WDC vs EPAM
-30.2%
+852.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.3% |
| 7D | -3.2% | +18.5% | -21.8% | -2.7% |
| 30D | -19.0% | +44.0% | -63.1% | -19.3% |
| 3M | -28.4% | +63.0% | -91.4% | -29.2% |
| 6M | -39.2% | +67.3% | -106.5% | -39.6% |
| YTD | +82.1% | -20.5% | +102.6% | +104.0% |
| 1Y | +84.7% | -9.6% | +94.3% | +101.4% |
| All | +822.0% | -30.2% | +852.2% | +852.2% |
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