+200.2%
WAB vs EPAM
-77.4%
+277.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.2% |
| 7D | +1.4% | +13.4% | -12.0% | -0.3% |
| 30D | +0.4% | +47.1% | -46.7% | -4.4% |
| 3M | -3.8% | +71.2% | -75.0% | -10.4% |
| 6M | +5.1% | +48.9% | -43.9% | -1.1% |
| YTD | +33.3% | -22.2% | +55.6% | +36.7% |
| 1Y | +39.8% | -5.2% | +45.0% | +38.9% |
| 3Y | +161.1% | -34.9% | +196.0% | +166.5% |
| All | +200.2% | -77.4% | +277.6% | +233.9% |
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 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