-39.6%
WU vs EPAM
+63.0%
-102.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -4.9% | -2.2% | -2.8% | -4.6% |
| 30D | -1.3% | +17.8% | -19.1% | -4.3% |
| 3M | -3.6% | +19.9% | -23.5% | -7.5% |
| 6M | -24.3% | -21.6% | -2.7% | -21.7% |
| YTD | -21.1% | -44.0% | +22.9% | -13.7% |
| 1Y | -10.3% | -30.5% | +20.2% | -6.0% |
| 3Y | -28.4% | -56.8% | +28.4% | -20.7% |
| 5Y | -51.2% | -81.7% | +30.5% | -40.9% |
| 10Y | -39.6% | +68.4% | -108.1% | -63.3% |
| All | -39.6% | +63.0% | -102.7% | -63.3% |
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 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