+336.4%
WM vs EPAM
+170.1%
+166.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.7% |
| 7D | +1.2% | +13.4% | -12.2% | -0.3% |
| 30D | +13.1% | +47.1% | -34.0% | +8.3% |
| 3M | +3.6% | +71.2% | -67.6% | -2.5% |
| 6M | +8.1% | +48.9% | -40.9% | +2.6% |
| YTD | +8.9% | -22.2% | +31.1% | +10.3% |
| 1Y | +20.3% | -5.2% | +25.5% | +19.1% |
| 3Y | +46.2% | -34.9% | +81.1% | +47.7% |
| 5Y | +59.9% | -77.4% | +137.3% | +85.5% |
| All | +336.4% | +170.1% | +166.3% | +191.0% |
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 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