+85.7%
WFC vs EPAM
-77.4%
+163.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.5% |
| 7D | +0.6% | +13.4% | -12.7% | -1.6% |
| 30D | +4.6% | +47.1% | -42.5% | -1.9% |
| 3M | -3.6% | +71.2% | -74.8% | -11.8% |
| 6M | +5.6% | +48.9% | -43.4% | -2.1% |
| YTD | -8.5% | -22.2% | +13.8% | -6.6% |
| 1Y | -0.3% | -5.2% | +4.9% | -1.7% |
| 3Y | +116.4% | -34.9% | +151.4% | +120.8% |
| All | +85.7% | -77.4% | +163.1% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling