-26.7%
WULF vs EPAM
-81.7%
+54.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.7% | +8.7% |
| 7D | +21.9% | -0.9% | +22.8% | +22.3% |
| 30D | +4.6% | +18.4% | -13.8% | -1.5% |
| 3M | -30.9% | +19.2% | -50.2% | -37.0% |
| 6M | +29.9% | -21.0% | +50.8% | +36.7% |
| YTD | +55.4% | -43.7% | +99.2% | +83.0% |
| 1Y | +94.1% | -29.9% | +124.0% | +106.4% |
| 3Y | +892.2% | -56.5% | +948.8% | +1,146.3% |
| 5Y | -26.7% | -81.7% | +54.9% | +21.3% |
| All | -26.7% | -81.7% | +54.9% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling