+27.3%
WAT vs EPAM
-15.2%
+42.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -1.9% | +0.8% | -2.8% | -2.1% |
| 30D | +6.2% | +24.9% | -18.7% | +3.5% |
| 3M | +18.1% | +22.6% | -4.5% | +14.8% |
| 6M | +54.9% | +24.2% | +30.7% | +50.7% |
| YTD | +23.1% | -33.0% | +56.1% | +27.9% |
| 1Y | +27.3% | -13.3% | +40.6% | +32.4% |
| All | +27.3% | -15.2% | +42.5% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling