-23.3%
WY vs EPAM
-30.1%
+6.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.8% | +2.4% | -3.2% | -1.1% |
| 30D | +10.1% | +42.3% | -32.2% | +5.2% |
| 3M | -15.4% | +60.7% | -76.0% | -20.4% |
| 6M | -8.3% | +80.5% | -88.8% | -15.5% |
| YTD | -9.8% | -20.4% | +10.6% | -8.2% |
| 1Y | -3.9% | -9.6% | +5.7% | -4.3% |
| 3Y | -23.3% | -30.5% | +7.2% | -32.4% |
| All | -23.3% | -30.1% | +6.8% | -32.4% |
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 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