+191.2%
WWD vs EPAM
-75.7%
+266.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.0% | +2.4% | +1.5% | +3.7% |
| 30D | +0.4% | +42.3% | -41.9% | -3.4% |
| 3M | -7.9% | +60.7% | -68.6% | -12.7% |
| 6M | -10.6% | +80.5% | -91.1% | -16.9% |
| YTD | +9.4% | -20.4% | +29.8% | +11.2% |
| 1Y | +25.7% | -9.6% | +35.3% | +25.6% |
| 3Y | +148.5% | -30.5% | +179.0% | +150.3% |
| All | +191.2% | -75.7% | +266.9% | +219.4% |
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 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