+339.9%
WFC vs EPAM
+751.2%
-411.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.3% |
| 7D | +3.8% | +2.0% | +1.8% | +3.4% |
| 30D | +1.5% | +6.5% | -5.0% | -0.2% |
| 3M | +10.9% | +19.9% | -9.1% | +5.8% |
| 6M | +8.4% | -16.9% | +25.4% | +11.0% |
| YTD | -1.9% | -42.9% | +41.0% | +7.4% |
| 1Y | +12.3% | -30.4% | +42.7% | +17.6% |
| 3Y | +132.3% | -54.7% | +187.1% | +157.7% |
| 5Y | +130.1% | -81.8% | +211.9% | +183.5% |
| 10Y | +134.4% | +65.5% | +68.9% | +71.7% |
| All | +339.9% | +751.2% | -411.3% | +152.0% |
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