+165.7%
WULF vs EPAM
+751.2%
-585.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.2% |
| 7D | +7.6% | +2.0% | +5.6% | +7.2% |
| 30D | -8.6% | +6.5% | -15.2% | -10.2% |
| 3M | -37.0% | +19.9% | -56.9% | -40.4% |
| 6M | +7.4% | -16.9% | +24.4% | +9.4% |
| YTD | +43.7% | -42.9% | +86.6% | +57.6% |
| 1Y | +86.1% | -30.4% | +116.5% | +93.9% |
| 3Y | +733.8% | -54.7% | +788.6% | +847.0% |
| 5Y | -33.6% | -81.8% | +48.2% | -18.9% |
| 10Y | +76.1% | +65.5% | +10.6% | +108.0% |
| All | +165.7% | +751.2% | -585.5% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling