+112.4%
WFC vs EPAM
+157.4%
-44.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | +7.0% | +42.3% | -35.3% | -1.4% |
| 3M | -1.8% | +60.7% | -62.4% | -12.1% |
| 6M | +18.4% | +80.5% | -62.1% | +2.0% |
| YTD | -5.6% | -20.4% | +14.8% | -3.8% |
| 1Y | +3.9% | -9.6% | +13.5% | +2.8% |
| 3Y | +126.3% | -30.5% | +156.8% | +128.9% |
| 5Y | +91.1% | -75.7% | +166.8% | +131.7% |
| All | +112.4% | +157.4% | -44.9% | +22.0% |
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