+761.5%
WWD vs EPAM
+751.2%
+10.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.5% |
| 7D | +1.3% | +2.0% | -0.7% | +0.9% |
| 30D | -7.2% | +6.5% | -13.7% | -8.7% |
| 3M | -3.8% | +19.9% | -23.8% | -8.2% |
| 6M | -9.9% | -16.9% | +7.0% | -7.9% |
| YTD | +14.8% | -42.9% | +57.7% | +25.1% |
| 1Y | +42.1% | -30.4% | +72.4% | +47.8% |
| 3Y | +170.8% | -54.7% | +225.5% | +198.0% |
| 5Y | +197.5% | -81.8% | +279.3% | +270.2% |
| 10Y | +477.8% | +65.5% | +412.4% | +299.0% |
| All | +761.5% | +751.2% | +10.3% | +342.3% |
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 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