+213.3%
WPM vs EPAM
-33.7%
+247.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.0% |
| 7D | +16.9% | +13.4% | +3.5% | +16.4% |
| 30D | +2.0% | +47.1% | -45.1% | +0.6% |
| 3M | +8.9% | +71.2% | -62.2% | +7.1% |
| 6M | +1.6% | +48.9% | -47.4% | 0.0% |
| YTD | +16.5% | -22.2% | +38.7% | +16.6% |
| 1Y | +42.2% | -5.2% | +47.4% | +42.0% |
| 3Y | +213.3% | -34.9% | +248.3% | +218.2% |
| All | +213.3% | -33.7% | +247.0% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling