+26.6%
WAT vs EPAM
-11.8%
+38.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.3% |
| 7D | +6.0% | +9.1% | -3.0% | +5.4% |
| 30D | +9.9% | +38.5% | -28.6% | +6.4% |
| 3M | +17.2% | +61.0% | -43.8% | +11.3% |
| 6M | +34.2% | +58.0% | -23.8% | +27.3% |
| YTD | +25.5% | -23.5% | +49.0% | +28.5% |
| All | +26.6% | -11.8% | +38.3% | +31.9% |
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 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