-25.3%
WY vs EPAM
-33.7%
+8.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.5% |
| 7D | +3.1% | +13.4% | -10.3% | +1.3% |
| 30D | +13.0% | +47.1% | -34.1% | +7.5% |
| 3M | -16.8% | +71.2% | -88.0% | -22.4% |
| 6M | -11.2% | +48.9% | -60.1% | -16.1% |
| YTD | -9.1% | -22.2% | +13.2% | -7.2% |
| 1Y | -4.8% | -5.2% | +0.4% | -6.1% |
| 3Y | -25.3% | -34.9% | +9.7% | -31.0% |
| All | -25.3% | -33.7% | +8.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling