+109.8%
WULF vs EPAM
+1,091.5%
-981.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | +29.4% | -1.1% | +30.5% | +29.4% |
| 30D | -1.3% | +41.8% | -43.1% | -8.9% |
| 3M | -24.1% | +63.4% | -87.5% | -32.4% |
| 6M | -42.8% | +72.2% | -115.0% | -50.7% |
| YTD | +13.5% | -20.0% | +33.5% | +14.6% |
| 1Y | +3.2% | -9.0% | +12.2% | +1.0% |
| 3Y | +1,230.6% | -30.4% | +1,261.0% | +1,264.0% |
| 5Y | -54.1% | -75.6% | +21.5% | -48.3% |
| 10Y | +39.2% | +161.2% | -122.0% | +51.8% |
| All | +109.8% | +1,091.5% | -981.7% | +149.8% |
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