+45.6%
WST vs EPAM
-10.3%
+55.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.7% | +2.0% |
| 7D | -3.1% | +13.4% | -16.5% | -3.7% |
| 30D | +9.1% | +47.1% | -38.0% | +6.0% |
| 3M | +14.7% | +71.2% | -56.5% | +9.9% |
| 6M | +28.0% | +48.9% | -20.9% | +24.1% |
| YTD | +45.6% | -22.2% | +67.9% | +59.1% |
| All | +45.6% | -10.3% | +55.9% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling