+500.7%
WPM vs EPAM
+66.7%
+434.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +1.1% | +2.0% | -0.9% | +0.9% |
| 30D | +26.4% | +6.5% | +19.8% | +25.5% |
| 3M | +20.8% | +19.9% | +0.9% | +18.6% |
| 6M | +1.1% | -16.9% | +18.0% | +2.2% |
| YTD | +32.5% | -42.9% | +75.3% | +37.8% |
| 1Y | +51.5% | -30.4% | +81.9% | +54.7% |
| 3Y | +267.0% | -54.7% | +321.8% | +284.0% |
| 5Y | +250.1% | -81.8% | +331.9% | +296.5% |
| All | +500.7% | +66.7% | +434.1% | +533.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling