+62.2%
WEC vs EPAM
-31.2%
+93.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.1% |
| 7D | +1.4% | +18.8% | -17.4% | +1.3% |
| 30D | +12.8% | +44.9% | -32.2% | +12.6% |
| 3M | +11.2% | +68.6% | -57.4% | +11.0% |
| 6M | +6.6% | +65.4% | -58.8% | +6.3% |
| YTD | +13.8% | -19.9% | +33.7% | +14.2% |
| 1Y | +7.6% | -10.0% | +17.7% | +7.7% |
| 3Y | +62.2% | -30.3% | +92.5% | +57.5% |
| All | +62.2% | -31.2% | +93.4% | +57.5% |
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 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