+79.7%
WAT vs EPAM
-31.1%
+110.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +20.6% | -23.7% | -6.4% |
| 7D | -5.6% | +23.0% | -28.6% | -9.3% |
| 30D | +3.8% | +51.6% | -47.8% | -4.3% |
| 3M | +13.3% | +50.8% | -37.5% | +3.9% |
| 6M | +32.2% | +51.1% | -18.9% | +20.6% |
| YTD | +19.3% | -19.1% | +38.4% | +23.8% |
| 1Y | +21.8% | +3.0% | +18.8% | +19.0% |
| All | +79.7% | -31.1% | +110.7% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling