-16.3%
WU vs EPAM
+751.2%
-767.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | -1.1% | +6.5% | -7.6% | -2.5% |
| 3M | -3.9% | +19.9% | -23.8% | -7.6% |
| 6M | -20.7% | -16.9% | -3.7% | -18.9% |
| YTD | -18.4% | -42.9% | +24.5% | -11.5% |
| 1Y | -8.1% | -30.4% | +22.3% | -3.9% |
| 3Y | -24.2% | -54.7% | +30.6% | -17.1% |
| 5Y | -50.4% | -81.8% | +31.4% | -41.1% |
| 10Y | -40.0% | +65.5% | -105.5% | -55.1% |
| All | -16.3% | +751.2% | -767.5% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling