+234.8%
WAT vs EPAM
+163.7%
+71.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.5% |
| 7D | +6.0% | +9.1% | -3.0% | +3.4% |
| 30D | +9.9% | +38.5% | -28.6% | +1.5% |
| 3M | +17.2% | +61.0% | -43.8% | +4.3% |
| 6M | +34.2% | +58.0% | -23.8% | +18.4% |
| YTD | +25.5% | -23.5% | +49.0% | +29.2% |
| 1Y | +28.3% | -10.5% | +38.8% | +27.2% |
| 3Y | +88.4% | -33.8% | +122.2% | +93.4% |
| 5Y | +36.1% | -78.1% | +114.3% | +73.4% |
| 10Y | +234.8% | +157.7% | +77.1% | +87.6% |
| All | +234.8% | +163.7% | +71.1% | +87.6% |
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