-36.3%
WDC vs EPAM
+66.7%
-103.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.4% |
| 7D | +16.3% | -1.1% | +17.4% | +15.8% |
| 30D | -18.3% | +41.8% | -60.1% | -2.8% |
| 3M | -31.4% | +63.4% | -94.8% | -12.9% |
| 6M | -36.3% | +72.2% | -108.5% | -3.5% |
| All | -36.3% | +66.7% | -103.0% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling