+227.9%
WAB vs EPAM
-81.9%
+309.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.0% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | -4.4% | +6.5% | -11.0% | -5.4% |
| 3M | +7.9% | +19.9% | -12.1% | +4.7% |
| 6M | +8.7% | -16.9% | +25.6% | +10.7% |
| YTD | +33.0% | -42.9% | +75.9% | +42.0% |
| 1Y | +46.7% | -30.4% | +77.0% | +51.5% |
| 3Y | +153.0% | -54.7% | +207.7% | +171.0% |
| All | +227.9% | -81.9% | +309.8% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling