-34.8%
WING vs EPAM
-81.9%
+47.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -3.9% | +2.0% | -5.8% | -4.3% |
| 30D | -11.6% | +6.5% | -18.1% | -13.1% |
| 3M | -24.2% | +19.9% | -44.1% | -28.1% |
| 6M | -54.1% | -16.9% | -37.1% | -52.5% |
| YTD | -53.9% | -42.9% | -11.0% | -48.4% |
| 1Y | -64.4% | -30.4% | -34.0% | -62.0% |
| 3Y | -30.2% | -54.7% | +24.5% | -20.6% |
| All | -34.8% | -81.9% | +47.1% | -15.6% |
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