+117.9%
WFC vs EPAM
+165.6%
-47.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -1.3% | +18.5% | -19.8% | -5.3% |
| 30D | +3.6% | +44.0% | -40.5% | -4.8% |
| 3M | -1.3% | +63.0% | -64.3% | -12.0% |
| 6M | +18.0% | +67.3% | -49.3% | +3.3% |
| YTD | -5.9% | -20.5% | +14.7% | -4.0% |
| 1Y | +1.8% | -9.6% | +11.4% | +0.8% |
| 3Y | +125.0% | -30.8% | +155.8% | +127.8% |
| 5Y | +92.0% | -75.6% | +167.6% | +132.3% |
| 10Y | +117.9% | +159.6% | -41.6% | +26.6% |
| All | +117.9% | +165.6% | -47.7% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling