+134.0%
WFC vs EPAM
+163.7%
-29.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +0.1% | +9.1% | -8.9% | -2.3% |
| 30D | +2.9% | +38.5% | -35.6% | -4.7% |
| 3M | -1.4% | +61.0% | -62.4% | -11.9% |
| 6M | +14.3% | +58.0% | -43.7% | +1.4% |
| YTD | -6.2% | -23.5% | +17.2% | -3.6% |
| 1Y | +1.6% | -10.5% | +12.1% | +0.7% |
| 3Y | +126.9% | -33.8% | +160.7% | +131.9% |
| 5Y | +94.0% | -78.1% | +172.1% | +142.6% |
| 10Y | +134.0% | +157.7% | -23.7% | +35.7% |
| All | +134.0% | +163.7% | -29.7% | +35.7% |
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