+663.5%
WWD vs EPAM
+1,105.1%
-441.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +20.6% | -26.6% | -9.7% |
| 7D | -2.6% | +23.0% | -25.6% | -6.9% |
| 30D | -7.7% | +51.6% | -59.3% | -15.4% |
| 3M | -17.7% | +50.8% | -68.5% | -24.9% |
| 6M | -15.9% | +51.1% | -67.0% | -24.1% |
| YTD | +1.8% | -19.1% | +20.9% | +2.8% |
| 1Y | +17.4% | +3.0% | +14.4% | +12.5% |
| 3Y | +137.1% | -31.2% | +168.3% | +138.5% |
| 5Y | +162.4% | -76.5% | +238.9% | +212.2% |
| 10Y | +452.5% | +168.4% | +284.1% | +245.1% |
| All | +663.5% | +1,105.1% | -441.6% | +263.6% |
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