+310.5%
WFC vs EPAM
+1,058.6%
-748.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.3% |
| 7D | +0.6% | +13.4% | -12.7% | -2.3% |
| 30D | +4.6% | +47.1% | -42.5% | -3.8% |
| 3M | -3.6% | +71.2% | -74.8% | -14.3% |
| 6M | +5.6% | +48.9% | -43.4% | -4.4% |
| YTD | -8.5% | -22.2% | +13.8% | -6.5% |
| 1Y | -0.3% | -5.2% | +4.9% | -2.4% |
| 3Y | +116.4% | -34.9% | +151.4% | +121.7% |
| 5Y | +87.2% | -77.4% | +164.7% | +120.8% |
| 10Y | +145.8% | +158.1% | -12.3% | +64.5% |
| All | +310.5% | +1,058.6% | -748.2% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling