+4.1%
WOLF vs EPAM
-15.2%
+19.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.3% |
| 7D | -14.5% | +0.8% | -15.3% | -13.6% |
| 30D | -32.0% | +24.9% | -57.0% | -23.2% |
| 3M | -15.8% | +22.6% | -38.4% | -4.8% |
| 6M | -36.6% | +24.2% | -60.8% | -17.2% |
| YTD | +30.9% | -33.0% | +63.9% | +64.3% |
| 1Y | +4.1% | -13.3% | +17.4% | +50.7% |
| All | +4.1% | -15.2% | +19.3% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling