+1,945.5%
WST vs EPAM
+1,105.1%
+840.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.6% | -7.9% |
| 7D | -5.8% | +23.0% | -28.8% | -10.0% |
| 30D | +5.3% | +51.6% | -46.3% | -3.5% |
| 3M | +11.8% | +50.8% | -39.0% | +2.0% |
| 6M | +26.7% | +51.1% | -24.4% | +14.5% |
| YTD | +43.0% | -19.1% | +62.1% | +45.3% |
| 1Y | +38.9% | +3.0% | +35.9% | +34.1% |
| 3Y | +18.2% | -31.2% | +49.3% | +19.1% |
| 5Y | -1.5% | -76.5% | +75.0% | +16.8% |
| 10Y | +439.0% | +168.4% | +270.5% | +280.8% |
| All | +1,945.5% | +1,105.1% | +840.4% | +1,145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling