+458.6%
WST vs EPAM
+157.4%
+301.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | +4.2% | +2.4% | +1.8% | +3.7% |
| 30D | +11.2% | +42.3% | -31.1% | +2.7% |
| 3M | +20.4% | +60.7% | -40.3% | +8.0% |
| 6M | +37.9% | +80.5% | -42.6% | +19.1% |
| YTD | +51.8% | -20.4% | +72.2% | +55.2% |
| 1Y | +56.6% | -9.6% | +66.2% | +55.6% |
| 3Y | +24.2% | -30.5% | +54.7% | +24.9% |
| 5Y | +0.7% | -75.7% | +76.4% | +25.0% |
| All | +458.6% | +157.4% | +301.3% | +249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling