+49.3%
WM vs EPAM
-31.1%
+80.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +20.6% | -19.5% | +0.2% |
| 7D | +4.5% | +23.0% | -18.5% | +3.4% |
| 30D | +16.1% | +51.6% | -35.5% | +13.8% |
| 3M | +8.0% | +50.8% | -42.8% | +5.8% |
| 6M | +8.4% | +51.1% | -42.7% | +5.8% |
| YTD | +11.2% | -19.1% | +30.3% | +10.8% |
| 1Y | +22.3% | +3.0% | +19.3% | +20.8% |
| All | +49.3% | -31.1% | +80.3% | +47.4% |
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