+66.3%
WULF vs EPAM
-30.2%
+96.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.2% |
| 7D | +15.6% | -2.2% | +17.7% | +15.1% |
| 30D | +5.7% | +17.8% | -12.0% | +9.4% |
| 3M | -32.3% | +19.9% | -52.2% | -27.8% |
| 6M | +23.7% | -21.6% | +45.3% | +32.2% |
| YTD | +49.1% | -44.0% | +93.1% | +60.0% |
| 1Y | +66.3% | -30.5% | +96.8% | +83.2% |
| All | +66.3% | -30.2% | +96.5% | +83.2% |
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