+47.5%
WM vs EPAM
-42.9%
+90.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +5.9% | +0.8% | +5.1% | +5.9% |
| 30D | +15.4% | +24.9% | -9.5% | +14.3% |
| 3M | +6.3% | +22.6% | -16.2% | +5.3% |
| 6M | +5.6% | +24.2% | -18.6% | +4.1% |
| YTD | +9.9% | -33.0% | +42.9% | +10.6% |
| 1Y | +20.8% | -13.3% | +34.1% | +20.4% |
| All | +47.5% | -42.9% | +90.4% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling