+21.1%
WST vs EPAM
-33.7%
+54.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.7% | +2.2% |
| 7D | -3.1% | +13.4% | -16.5% | -4.3% |
| 30D | +9.1% | +47.1% | -38.0% | +4.8% |
| 3M | +14.7% | +71.2% | -56.5% | +8.3% |
| 6M | +28.0% | +48.9% | -20.9% | +22.0% |
| YTD | +45.6% | -22.2% | +67.9% | +50.3% |
| 1Y | +45.7% | -5.2% | +50.8% | +46.8% |
| 3Y | +21.1% | -34.9% | +56.0% | +16.2% |
| All | +21.1% | -33.7% | +54.8% | +16.2% |
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