+63.3%
WM vs EPAM
-77.2%
+140.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| YTD | +11.2% | -19.1% | +30.3% | +11.3% |
| 1Y | +22.3% | +3.0% | +19.3% | +21.2% |
| 3Y | +50.2% | -31.2% | +81.4% | +50.0% |
| 5Y | +63.3% | -76.5% | +139.8% | +76.2% |
| All | +63.3% | -77.2% | +140.4% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling