+33.6%
WEC vs EPAM
-81.9%
+115.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | -0.3% | +2.0% | -2.2% | -0.3% |
| 30D | -1.3% | +6.5% | -7.8% | -1.5% |
| 3M | -3.9% | +19.9% | -23.9% | -4.4% |
| 6M | -8.3% | -16.9% | +8.6% | -8.0% |
| YTD | +3.1% | -42.9% | +45.9% | +4.2% |
| 1Y | +1.9% | -30.4% | +32.3% | +2.4% |
| 3Y | +41.9% | -54.7% | +96.6% | +43.7% |
| All | +33.6% | -81.9% | +115.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling