+683.2%
WING vs EPAM
+135.6%
+547.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.7% | -8.8% | -5.5% |
| 7D | +5.0% | +18.8% | -13.8% | -0.9% |
| 30D | +38.7% | +44.9% | -6.2% | +23.6% |
| 3M | +44.7% | +68.6% | -23.9% | +22.8% |
| 6M | +31.5% | +65.4% | -33.9% | +10.7% |
| YTD | -28.4% | -19.9% | -8.5% | -26.2% |
| 1Y | -28.2% | -10.0% | -18.2% | -28.5% |
| 3Y | -18.4% | -30.3% | +11.8% | -16.6% |
| 5Y | +5.2% | -75.7% | +80.9% | +36.7% |
| 10Y | +699.8% | +167.2% | +532.6% | +318.4% |
| All | +683.2% | +135.6% | +547.7% | +337.1% |
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