+1.0%
WST vs EPAM
-78.1%
+79.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.5% |
| 7D | +1.3% | +9.1% | -7.8% | -0.4% |
| 30D | +12.9% | +38.5% | -25.6% | +7.0% |
| 3M | +16.7% | +61.0% | -44.3% | +7.9% |
| 6M | +26.8% | +58.0% | -31.2% | +16.6% |
| YTD | +50.5% | -23.5% | +73.9% | +54.4% |
| 1Y | +52.9% | -10.5% | +63.4% | +52.9% |
| 3Y | +23.9% | -33.8% | +57.7% | +25.7% |
| 5Y | +1.0% | -78.1% | +79.2% | +23.3% |
| All | +1.0% | -78.1% | +79.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling