+4.9%
WY vs EPAM
+65.2%
-60.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -10.5% | +18.4% | -28.8% | -14.2% |
| 3M | -4.9% | +19.2% | -24.1% | -9.9% |
| 6M | -4.9% | -21.0% | +16.0% | -0.8% |
| YTD | -1.7% | -43.7% | +42.1% | +10.3% |
| 1Y | -9.4% | -29.9% | +20.5% | -4.6% |
| 3Y | -22.3% | -56.5% | +34.2% | -11.2% |
| 5Y | -20.5% | -81.7% | +61.1% | +9.2% |
| 10Y | +4.9% | +64.5% | -59.6% | -42.4% |
| All | +4.9% | +65.2% | -60.3% | -42.4% |
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 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