+283.6%
WAB vs EPAM
+66.7%
+216.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.1% |
| 7D | -3.2% | +2.0% | -5.2% | -3.6% |
| 30D | -4.4% | +6.5% | -11.0% | -5.9% |
| 3M | +7.9% | +19.9% | -12.1% | +3.2% |
| 6M | +8.7% | -16.9% | +25.6% | +11.0% |
| YTD | +33.0% | -42.9% | +75.9% | +44.9% |
| 1Y | +46.7% | -30.4% | +77.0% | +52.8% |
| 3Y | +153.0% | -54.7% | +207.7% | +178.1% |
| 5Y | +222.3% | -81.8% | +304.1% | +305.2% |
| All | +283.6% | +66.7% | +216.9% | +152.9% |
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