+674.1%
WPM vs EPAM
+168.6%
+505.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | -5.5% |
| 7D | +16.4% | +18.8% | -2.4% | +14.5% |
| 30D | -1.5% | +44.9% | -46.4% | -4.7% |
| 3M | +2.6% | +68.6% | -66.0% | -2.1% |
| 6M | -1.3% | +65.4% | -66.7% | -6.1% |
| YTD | +16.8% | -19.9% | +36.6% | +17.7% |
| 1Y | +34.1% | -10.0% | +44.1% | +33.8% |
| 3Y | +225.1% | -30.3% | +255.4% | +226.5% |
| 5Y | +234.5% | -75.7% | +310.2% | +269.8% |
| 10Y | +674.1% | +167.2% | +506.9% | +713.5% |
| All | +674.1% | +168.6% | +505.5% | +713.5% |
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 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