-10.6%
WU vs EPAM
-32.1%
+21.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -0.8% | -0.9% | 0.0% | -0.7% |
| 30D | -1.1% | +18.4% | -19.5% | -4.5% |
| 3M | -1.8% | +19.2% | -21.0% | -6.1% |
| 6M | -23.9% | -21.0% | -3.0% | -21.3% |
| YTD | -20.4% | -43.7% | +23.3% | -12.0% |
| 1Y | -10.6% | -29.9% | +19.3% | -8.0% |
| All | -10.6% | -32.1% | +21.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling