+92.0%
WFC vs EPAM
-76.2%
+168.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -1.3% | +18.5% | -19.8% | -4.1% |
| 30D | +3.6% | +44.0% | -40.5% | -2.5% |
| 3M | -1.3% | +63.0% | -64.3% | -9.1% |
| 6M | +18.0% | +67.3% | -49.3% | +7.3% |
| YTD | -5.9% | -20.5% | +14.7% | -4.3% |
| 1Y | +1.8% | -9.6% | +11.4% | +1.2% |
| 3Y | +125.0% | -30.8% | +155.8% | +127.4% |
| 5Y | +92.0% | -75.6% | +167.6% | +95.8% |
| All | +92.0% | -76.2% | +168.2% | +95.8% |
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