+671.6%
WING vs EPAM
+170.1%
+501.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.4% |
| 7D | +9.0% | +13.4% | -4.3% | +4.6% |
| 30D | +39.9% | +47.1% | -7.1% | +24.6% |
| 3M | +40.4% | +71.2% | -30.8% | +19.2% |
| 6M | +12.9% | +48.9% | -36.0% | -1.5% |
| YTD | -31.1% | -22.2% | -8.8% | -28.3% |
| 1Y | -32.7% | -5.2% | -27.5% | -33.9% |
| 3Y | -19.8% | -34.9% | +15.1% | -16.3% |
| 5Y | +4.0% | -77.4% | +81.4% | +38.9% |
| All | +671.6% | +170.1% | +501.4% | +425.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling