+455.7%
WEC vs EPAM
+1,105.1%
-649.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.5% | -1.1% |
| 7D | +3.2% | +23.0% | -19.8% | +1.8% |
| 30D | +14.7% | +51.6% | -36.9% | +11.6% |
| 3M | +10.2% | +50.8% | -40.6% | +7.1% |
| 6M | +4.5% | +51.1% | -46.7% | +1.2% |
| YTD | +15.1% | -19.1% | +34.2% | +15.8% |
| 1Y | +9.4% | +3.0% | +6.4% | +8.1% |
| 3Y | +56.9% | -31.2% | +88.1% | +57.5% |
| 5Y | +54.4% | -76.5% | +130.9% | +65.0% |
| 10Y | +183.5% | +168.4% | +15.1% | +139.6% |
| All | +455.7% | +1,105.1% | -649.4% | +341.8% |
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