-15.1%
WST vs EPAM
-54.6%
+39.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +0.7% | +2.0% | -1.2% | +0.5% |
| 30D | -3.1% | +6.5% | -9.7% | -4.1% |
| 3M | +7.2% | +19.9% | -12.7% | +4.4% |
| 6M | +36.8% | -16.9% | +53.7% | +39.6% |
| YTD | +23.8% | -42.9% | +66.7% | +32.8% |
| 1Y | +37.8% | -30.4% | +68.1% | +43.5% |
| All | -15.1% | -54.6% | +39.5% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling