+434.7%
WST vs EPAM
+170.1%
+264.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.7% | +2.6% |
| 7D | -3.1% | +13.4% | -16.5% | -6.1% |
| 30D | +9.1% | +47.1% | -38.0% | 0.0% |
| 3M | +14.7% | +71.2% | -56.5% | +1.6% |
| 6M | +28.0% | +48.9% | -20.9% | +15.2% |
| YTD | +45.6% | -22.2% | +67.9% | +49.6% |
| 1Y | +45.7% | -5.2% | +50.8% | +43.1% |
| 3Y | +21.1% | -34.9% | +56.0% | +23.7% |
| 5Y | +0.3% | -77.4% | +77.7% | +27.3% |
| All | +434.7% | +170.1% | +264.6% | +235.1% |
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