+13.7%
WSM vs EPAM
-32.1%
+45.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | -3.3% | +2.0% | -5.2% | -3.5% |
| 30D | -8.4% | +6.5% | -14.9% | -9.3% |
| 3M | +9.7% | +19.9% | -10.3% | +7.2% |
| 6M | +16.7% | -16.9% | +33.6% | +20.5% |
| YTD | +28.7% | -42.9% | +71.6% | +38.0% |
| 1Y | +13.7% | -30.4% | +44.0% | +15.2% |
| All | +13.7% | -32.1% | +45.8% | +15.2% |
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 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