+20.0%
WOLF vs EPAM
+6.7%
+13.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -3.9% |
| 7D | +30.2% | -1.1% | +31.3% | +30.0% |
| 30D | -7.2% | +41.8% | -49.1% | +12.7% |
| 3M | -16.4% | +63.4% | -79.8% | +10.4% |
| 6M | -50.7% | +72.2% | -122.9% | -28.7% |
| YTD | +52.3% | -20.0% | +72.3% | +116.9% |
| 1Y | +35.6% | -9.0% | +44.6% | +90.6% |
| All | +20.0% | +6.7% | +13.2% | +70.5% |
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