+1,875.2%
WSM vs EPAM
+1,040.5%
+834.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +0.9% | +9.1% | -8.2% | -2.0% |
| 30D | +8.6% | +38.5% | -29.9% | -0.6% |
| 3M | +4.2% | +61.0% | -56.7% | -8.4% |
| 6M | +44.6% | +58.0% | -13.4% | +25.7% |
| YTD | +48.5% | -23.5% | +72.0% | +53.2% |
| 1Y | +34.7% | -10.5% | +45.2% | +33.3% |
| 3Y | +271.0% | -33.8% | +304.9% | +282.4% |
| 5Y | +180.9% | -78.1% | +259.1% | +251.3% |
| 10Y | +1,235.4% | +157.7% | +1,077.7% | +861.7% |
| All | +1,875.2% | +1,040.5% | +834.7% | +1,068.3% |
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