+1,611.4%
WSM vs EPAM
+751.2%
+860.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.7% |
| 7D | -3.3% | +2.0% | -5.2% | -3.8% |
| 30D | -8.4% | +6.5% | -14.9% | -10.3% |
| 3M | +9.7% | +19.9% | -10.3% | +3.5% |
| 6M | +16.7% | -16.9% | +33.6% | +20.1% |
| YTD | +28.7% | -42.9% | +71.6% | +44.1% |
| 1Y | +13.7% | -30.4% | +44.0% | +20.4% |
| 3Y | +230.1% | -54.7% | +284.8% | +277.2% |
| 5Y | +179.0% | -81.8% | +260.8% | +267.0% |
| 10Y | +1,002.5% | +65.5% | +937.1% | +780.6% |
| All | +1,611.4% | +751.2% | +860.2% | +999.1% |
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