+86.9%
WULF vs EPAM
+63.0%
+23.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.9% |
| 7D | +15.6% | -2.2% | +17.7% | +16.3% |
| 30D | +5.7% | +17.8% | -12.0% | +0.8% |
| 3M | -32.3% | +19.9% | -52.2% | -37.4% |
| 6M | +23.7% | -21.6% | +45.3% | +29.0% |
| YTD | +49.1% | -44.0% | +93.1% | +70.1% |
| 1Y | +66.3% | -30.5% | +96.8% | +75.3% |
| 3Y | +851.7% | -56.8% | +908.4% | +1,047.1% |
| 5Y | -30.9% | -81.7% | +50.8% | -5.5% |
| 10Y | +86.9% | +68.4% | +18.5% | +131.0% |
| All | +86.9% | +63.0% | +23.9% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling