+280.5%
WAB vs EPAM
+168.6%
+111.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.0% |
| 7D | +4.0% | +18.8% | -14.8% | +0.4% |
| 30D | +6.3% | +44.9% | -38.6% | -1.1% |
| 3M | +3.3% | +68.6% | -65.3% | -6.8% |
| 6M | +14.5% | +65.4% | -50.9% | +2.2% |
| YTD | +42.7% | -19.9% | +62.6% | +45.2% |
| 1Y | +45.2% | -10.0% | +55.2% | +44.2% |
| 3Y | +173.8% | -30.3% | +204.0% | +175.9% |
| 5Y | +223.8% | -75.7% | +299.5% | +288.4% |
| 10Y | +280.5% | +167.2% | +113.3% | +125.2% |
| All | +280.5% | +168.6% | +111.9% | +125.2% |
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