-36.0%
WU vs EPAM
+163.7%
-199.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +9.1% | +9.1% | 0.0% | +7.0% |
| 30D | +12.1% | +38.5% | -26.4% | +5.1% |
| 3M | +0.3% | +61.0% | -60.6% | -8.6% |
| 6M | -19.1% | +58.0% | -77.2% | -26.7% |
| YTD | -19.2% | -23.5% | +4.2% | -17.0% |
| 1Y | -15.3% | -10.5% | -4.7% | -15.5% |
| 3Y | -21.3% | -33.8% | +12.5% | -19.8% |
| 5Y | -41.7% | -78.1% | +36.5% | -30.7% |
| 10Y | -36.0% | +157.7% | -193.7% | -65.5% |
| All | -36.0% | +163.7% | -199.7% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling