+767.5%
WM vs EPAM
+751.2%
+16.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.5% |
| 30D | -2.4% | +6.5% | -8.9% | -3.2% |
| 3M | +0.4% | +19.9% | -19.5% | -1.9% |
| 6M | -9.5% | -16.9% | +7.4% | -8.4% |
| YTD | +0.5% | -42.9% | +43.4% | +5.1% |
| 1Y | -1.1% | -30.4% | +29.3% | +1.2% |
| 3Y | +46.0% | -54.7% | +100.8% | +53.2% |
| 5Y | +51.8% | -81.8% | +133.6% | +70.6% |
| 10Y | +307.5% | +65.5% | +242.1% | +235.7% |
| All | +767.5% | +751.2% | +16.3% | +538.0% |
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 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