+185.9%
WSM vs EPAM
-81.7%
+267.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | -9.5% | +18.4% | -27.9% | -13.0% |
| 3M | +12.9% | +19.2% | -6.3% | +7.3% |
| 6M | +23.0% | -21.0% | +44.0% | +28.1% |
| YTD | +28.9% | -43.7% | +72.6% | +43.9% |
| 1Y | +13.7% | -29.9% | +43.5% | +19.9% |
| 3Y | +232.6% | -56.5% | +289.2% | +278.9% |
| 5Y | +185.9% | -81.7% | +267.5% | +263.6% |
| All | +185.9% | -81.7% | +267.5% | +263.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling