+1,817.7%
WSM vs EPAM
+1,058.6%
+759.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.8% |
| 7D | +0.5% | +13.4% | -12.8% | -3.2% |
| 30D | +6.0% | +47.1% | -41.1% | -4.4% |
| 3M | +3.2% | +71.2% | -68.0% | -10.7% |
| 6M | +37.1% | +48.9% | -11.8% | +21.0% |
| YTD | +44.2% | -22.2% | +66.4% | +48.2% |
| 1Y | +34.2% | -5.2% | +39.4% | +31.0% |
| 3Y | +249.3% | -34.9% | +284.2% | +261.6% |
| 5Y | +169.3% | -77.4% | +246.7% | +233.9% |
| 10Y | +1,241.2% | +158.1% | +1,083.1% | +864.4% |
| All | +1,817.7% | +1,058.6% | +759.0% | +1,030.2% |
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 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