-21.0%
WU vs EPAM
-33.7%
+12.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.2% |
| 7D | +11.7% | +13.4% | -1.7% | +8.8% |
| 30D | +12.6% | +47.1% | -34.5% | +4.5% |
| 3M | -0.5% | +71.2% | -71.7% | -10.2% |
| 6M | -18.2% | +48.9% | -67.1% | -25.0% |
| YTD | -19.0% | -22.2% | +3.3% | -17.7% |
| 1Y | -16.7% | -5.2% | -11.5% | -18.2% |
| 3Y | -21.0% | -34.9% | +13.9% | -22.4% |
| All | -21.0% | -33.7% | +12.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling