+102.1%
WULF vs EPAM
+1,093.7%
-991.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.6% |
| 7D | +0.2% | +18.8% | -18.6% | -3.9% |
| 30D | -8.8% | +44.9% | -53.7% | -16.2% |
| 3M | -22.5% | +68.6% | -91.0% | -31.3% |
| 6M | -46.3% | +65.4% | -111.7% | -53.3% |
| YTD | +9.3% | -19.9% | +29.2% | +10.4% |
| 1Y | -12.2% | -10.0% | -2.2% | -13.7% |
| 3Y | +1,181.6% | -30.3% | +1,211.9% | +1,213.5% |
| 5Y | -55.4% | -75.7% | +20.3% | -49.7% |
| 10Y | +34.1% | +167.2% | -133.1% | +46.2% |
| All | +102.1% | +1,093.7% | -991.6% | +140.5% |
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