+34.1%
WPM vs EPAM
-7.6%
+41.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | -5.3% |
| 7D | +16.4% | +18.8% | -2.4% | +15.3% |
| 30D | -1.5% | +44.9% | -46.4% | -3.8% |
| 3M | +2.6% | +68.6% | -66.0% | -0.7% |
| 6M | -1.3% | +65.4% | -66.7% | -4.6% |
| YTD | +16.8% | -19.9% | +36.6% | +19.4% |
| 1Y | +34.1% | -10.0% | +44.1% | +29.0% |
| All | +34.1% | -7.6% | +41.8% | +29.0% |
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