+55.3%
WEC vs EPAM
-76.2%
+131.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -0.5% | +18.5% | -19.1% | -0.9% |
| 30D | +12.0% | +44.0% | -32.1% | +11.1% |
| 3M | +11.1% | +63.0% | -51.9% | +9.9% |
| 6M | +6.0% | +67.3% | -61.3% | +4.6% |
| YTD | +14.3% | -20.5% | +34.8% | +14.7% |
| 1Y | +8.0% | -9.6% | +17.6% | +8.0% |
| 3Y | +62.8% | -30.8% | +93.7% | +63.2% |
| 5Y | +55.3% | -75.6% | +130.9% | +56.6% |
| All | +55.3% | -76.2% | +131.5% | +56.6% |
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 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