+28.3%
WOLF vs EPAM
-23.8%
+52.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +4.4% |
| 7D | +9.7% | +2.0% | +7.7% | +10.7% |
| 30D | +12.5% | +6.5% | +6.0% | +17.4% |
| 3M | -57.7% | +19.9% | -77.7% | -50.1% |
| 6M | +37.7% | -16.9% | +54.6% | +61.4% |
| YTD | +62.8% | -42.9% | +105.7% | +91.8% |
| All | +28.3% | -23.8% | +52.0% | +50.8% |
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