+129.3%
WFC vs EPAM
-81.9%
+211.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.2% |
| 7D | +3.8% | +2.0% | +1.8% | +3.5% |
| 30D | +1.5% | +6.5% | -5.0% | +0.2% |
| 3M | +10.9% | +19.9% | -9.1% | +7.0% |
| 6M | +8.4% | -16.9% | +25.4% | +10.5% |
| YTD | -1.9% | -42.9% | +41.0% | +5.5% |
| 1Y | +12.3% | -30.4% | +42.7% | +16.5% |
| 3Y | +132.3% | -54.7% | +187.1% | +151.6% |
| All | +129.3% | -81.9% | +211.2% | +147.4% |
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