+1,149.5%
WULF vs EPAM
-30.1%
+1,179.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +11.0% | +2.4% | +8.6% | +10.7% |
| 30D | +9.4% | +42.3% | -33.0% | +2.1% |
| 3M | -22.6% | +60.7% | -83.3% | -30.1% |
| 6M | -45.4% | +80.5% | -125.9% | -53.7% |
| YTD | +9.8% | -20.4% | +30.2% | +25.0% |
| 1Y | +8.0% | -9.6% | +17.6% | +15.3% |
| 3Y | +1,149.5% | -30.5% | +1,180.0% | +1,655.4% |
| All | +1,149.5% | -30.1% | +1,179.6% | +1,655.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling