+404.4%
WING vs EPAM
+68.0%
+336.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -3.9% | +2.0% | -5.8% | -4.5% |
| 30D | -11.6% | +6.5% | -18.1% | -13.5% |
| 3M | -24.2% | +19.9% | -44.1% | -29.1% |
| 6M | -54.1% | -16.9% | -37.1% | -52.2% |
| YTD | -53.9% | -42.9% | -11.0% | -47.0% |
| 1Y | -64.4% | -30.4% | -34.0% | -61.4% |
| 3Y | -30.2% | -54.7% | +24.5% | -18.2% |
| 5Y | -34.1% | -81.8% | +47.7% | -6.6% |
| 10Y | +342.1% | +65.5% | +276.7% | +171.8% |
| All | +404.4% | +68.0% | +336.4% | +214.0% |
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