-51.1%
WU vs EPAM
-81.7%
+30.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -0.8% | -0.9% | 0.0% | -0.7% |
| 30D | -1.1% | +18.4% | -19.5% | -3.6% |
| 3M | -1.8% | +19.2% | -21.0% | -4.9% |
| 6M | -23.9% | -21.0% | -3.0% | -22.0% |
| YTD | -20.4% | -43.7% | +23.3% | -14.9% |
| 1Y | -10.6% | -29.9% | +19.3% | -7.4% |
| 3Y | -27.7% | -56.5% | +28.8% | -22.4% |
| 5Y | -51.1% | -81.7% | +30.5% | -51.1% |
| All | -51.1% | -81.7% | +30.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling