+260.2%
WSM vs EPAM
-35.8%
+296.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.1% |
| 7D | +0.5% | +13.4% | -12.8% | -2.3% |
| 30D | +6.0% | +47.1% | -41.1% | -2.6% |
| 3M | +3.2% | +71.2% | -68.0% | -8.5% |
| 6M | +37.1% | +48.9% | -11.8% | +24.2% |
| YTD | +44.2% | -22.2% | +66.4% | +52.1% |
| 1Y | +34.2% | -5.2% | +39.4% | +33.9% |
| All | +260.2% | -35.8% | +296.0% | +230.2% |
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