+451.1%
WST vs EPAM
+168.6%
+282.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -1.0% |
| 7D | +1.4% | +18.8% | -17.4% | -2.7% |
| 30D | +12.7% | +44.9% | -32.2% | +3.7% |
| 3M | +17.2% | +68.6% | -51.4% | +4.1% |
| 6M | +26.7% | +65.4% | -38.8% | +11.6% |
| YTD | +50.3% | -19.9% | +70.2% | +53.5% |
| 1Y | +50.2% | -10.0% | +60.2% | +49.4% |
| 3Y | +21.7% | -30.3% | +52.0% | +22.3% |
| 5Y | +2.0% | -75.7% | +77.7% | +26.8% |
| 10Y | +451.1% | +167.2% | +283.9% | +244.1% |
| All | +451.1% | +168.6% | +282.5% | +244.1% |
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 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