+998.4%
WDC vs EPAM
+1,058.6%
-60.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | -0.5% |
| 7D | -28.0% | +13.4% | -41.3% | -31.3% |
| 30D | -34.9% | +47.1% | -82.0% | -42.3% |
| 3M | -41.6% | +71.2% | -112.7% | -50.6% |
| 6M | -45.4% | +48.9% | -94.3% | -53.2% |
| YTD | +53.3% | -22.2% | +75.5% | +55.7% |
| 1Y | +61.5% | -5.2% | +66.7% | +54.5% |
| 3Y | +712.3% | -34.9% | +747.3% | +724.7% |
| 5Y | +524.2% | -77.4% | +601.6% | +698.2% |
| 10Y | +616.5% | +158.1% | +458.4% | +313.6% |
| All | +998.4% | +1,058.6% | -60.2% | +408.5% |
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 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