-22.1%
WULF vs EPAM
-15.2%
-6.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.8% |
| 7D | -12.8% | +0.8% | -13.6% | -12.5% |
| 30D | -20.9% | +24.9% | -45.8% | -16.6% |
| 3M | -38.0% | +22.6% | -60.6% | -34.6% |
| 6M | -47.5% | +24.2% | -71.7% | -41.0% |
| YTD | +1.8% | -33.0% | +34.8% | +12.4% |
| 1Y | -22.1% | -13.3% | -8.7% | -23.9% |
| All | -22.1% | -15.2% | -6.9% | -23.9% |
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 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