+142.9%
WFC vs EPAM
+170.1%
-27.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | +0.4% |
| 7D | +1.2% | +13.4% | -12.1% | -2.0% |
| 30D | +5.2% | +47.1% | -41.9% | -3.8% |
| 3M | -3.0% | +71.2% | -74.2% | -14.5% |
| 6M | +6.2% | +48.9% | -42.7% | -4.6% |
| YTD | -7.9% | -22.2% | +14.3% | -5.6% |
| 1Y | +0.3% | -5.2% | +5.5% | -1.9% |
| 3Y | +117.7% | -34.9% | +152.7% | +123.6% |
| 5Y | +88.4% | -77.4% | +165.8% | +133.4% |
| All | +142.9% | +170.1% | -27.2% | +40.7% |
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