+7.6%
WEC vs EPAM
-7.6%
+15.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | 0.0% |
| 7D | +1.4% | +18.8% | -17.4% | +1.8% |
| 30D | +12.8% | +44.9% | -32.2% | +14.1% |
| 3M | +11.2% | +68.6% | -57.4% | +13.2% |
| 6M | +6.6% | +65.4% | -58.8% | +8.3% |
| YTD | +13.8% | -19.9% | +33.7% | +10.1% |
| 1Y | +7.6% | -10.0% | +17.7% | +8.6% |
| All | +7.6% | -7.6% | +15.3% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling