+57.8%
WEC vs EPAM
-76.5%
+134.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.5% | -0.2% |
| 7D | +3.2% | +23.0% | -19.8% | +2.7% |
| 30D | +14.7% | +51.6% | -36.9% | +13.6% |
| 3M | +10.2% | +50.8% | -40.6% | +9.2% |
| 6M | +4.5% | +51.1% | -46.7% | +3.4% |
| YTD | +15.1% | -19.1% | +34.2% | +15.5% |
| 1Y | +9.4% | +3.0% | +6.4% | +8.9% |
| 3Y | +56.9% | -31.2% | +88.1% | +57.3% |
| All | +57.8% | -76.5% | +134.3% | +58.1% |
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