+577.7%
WPM vs EPAM
+163.7%
+414.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.7% |
| 7D | +20.8% | +9.1% | +11.8% | +19.8% |
| 30D | +3.8% | +38.5% | -34.7% | +0.8% |
| 3M | +7.4% | +61.0% | -53.6% | +3.0% |
| 6M | +4.0% | +58.0% | -54.1% | -0.7% |
| YTD | +23.0% | -23.5% | +46.5% | +24.4% |
| 1Y | +45.9% | -10.5% | +56.5% | +45.7% |
| 3Y | +242.9% | -33.8% | +276.8% | +246.0% |
| 5Y | +259.5% | -78.1% | +337.6% | +301.9% |
| 10Y | +577.7% | +157.7% | +420.0% | +656.8% |
| All | +577.7% | +163.7% | +414.0% | +656.8% |
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 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