+50.2%
WST vs EPAM
-7.6%
+57.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.3% |
| 7D | +1.4% | +18.8% | -17.4% | +0.5% |
| 30D | +12.7% | +44.9% | -32.2% | +9.8% |
| 3M | +17.2% | +68.6% | -51.4% | +12.6% |
| 6M | +26.7% | +65.4% | -38.8% | +21.4% |
| YTD | +50.3% | -19.9% | +70.2% | +64.0% |
| 1Y | +50.2% | -10.0% | +60.2% | +48.5% |
| All | +50.2% | -7.6% | +57.9% | +48.5% |
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