+229.7%
WAT vs EPAM
+158.4%
+71.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.0% |
| 7D | +2.0% | -1.1% | +3.1% | +2.2% |
| 30D | +7.7% | +41.8% | -34.1% | -1.1% |
| 3M | +11.1% | +63.4% | -52.3% | -1.4% |
| 6M | +31.2% | +72.2% | -41.0% | +13.6% |
| YTD | +21.7% | -20.0% | +41.7% | +24.1% |
| 1Y | +19.3% | -9.0% | +28.4% | +18.0% |
| 3Y | +80.6% | -30.4% | +111.0% | +83.3% |
| 5Y | +29.5% | -75.6% | +105.1% | +59.9% |
| All | +229.7% | +158.4% | +71.3% | +83.5% |
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