+397.6%
WEC vs EPAM
+751.2%
-353.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -0.3% | +2.0% | -2.2% | -0.4% |
| 30D | -1.3% | +6.5% | -7.8% | -1.8% |
| 3M | -3.9% | +19.9% | -23.9% | -5.3% |
| 6M | -8.3% | -16.9% | +8.6% | -7.6% |
| YTD | +3.1% | -42.9% | +45.9% | +6.1% |
| 1Y | +1.9% | -30.4% | +32.3% | +3.3% |
| 3Y | +41.9% | -54.7% | +96.6% | +46.5% |
| 5Y | +30.8% | -81.8% | +112.6% | +41.4% |
| 10Y | +141.9% | +65.5% | +76.5% | +110.9% |
| All | +397.6% | +751.2% | -353.6% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling