+148.3%
NWSA vs EPAM
+163.7%
-15.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +1.0% |
| 7D | -10.5% | +9.1% | -19.6% | -13.0% |
| 30D | -8.8% | +38.5% | -47.2% | -15.9% |
| 3M | -6.5% | +61.0% | -67.5% | -16.8% |
| 6M | -1.3% | +58.0% | -59.4% | -12.9% |
| YTD | +2.5% | -23.5% | +25.9% | +5.2% |
| 1Y | +0.2% | -10.5% | +10.7% | -0.8% |
| 3Y | +27.6% | -33.8% | +61.4% | +29.9% |
| 5Y | +17.0% | -78.1% | +95.1% | +46.9% |
| 10Y | +148.3% | +157.7% | -9.4% | +41.5% |
| All | +148.3% | +163.7% | -15.4% | +41.5% |
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