+358.0%
WPM vs EPAM
+1,058.6%
-700.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.2% |
| 7D | +16.9% | +13.4% | +3.5% | +15.5% |
| 30D | +2.0% | +47.1% | -45.1% | -1.5% |
| 3M | +8.9% | +71.2% | -62.2% | +3.9% |
| 6M | +1.6% | +48.9% | -47.4% | -2.5% |
| YTD | +16.5% | -22.2% | +38.7% | +17.6% |
| 1Y | +42.2% | -5.2% | +47.4% | +41.2% |
| 3Y | +213.3% | -34.9% | +248.3% | +216.3% |
| 5Y | +249.9% | -77.4% | +327.3% | +280.3% |
| 10Y | +549.4% | +158.1% | +391.3% | +461.5% |
| All | +358.0% | +1,058.6% | -700.6% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling