+3.6%
WY vs EPAM
+163.7%
-160.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -0.8% | +9.1% | -9.8% | -3.3% |
| 30D | +10.6% | +38.5% | -27.9% | +1.6% |
| 3M | -16.6% | +61.0% | -77.6% | -26.4% |
| 6M | -8.6% | +58.0% | -66.6% | -20.1% |
| YTD | -8.4% | -23.5% | +15.0% | -5.5% |
| 1Y | -5.1% | -10.5% | +5.4% | -6.2% |
| 3Y | -21.9% | -33.8% | +11.9% | -20.4% |
| 5Y | -31.3% | -78.1% | +46.8% | -6.1% |
| 10Y | +3.6% | +157.7% | -154.1% | -50.1% |
| All | +3.6% | +163.7% | -160.1% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling