+30.8%
WAT vs EPAM
-77.4%
+108.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.6% |
| 7D | -1.1% | +13.4% | -14.5% | -3.6% |
| 30D | +5.0% | +47.1% | -42.1% | -2.3% |
| 3M | +14.5% | +71.2% | -56.7% | +3.6% |
| 6M | +30.9% | +48.9% | -18.0% | +20.2% |
| YTD | +20.5% | -22.2% | +42.7% | +23.3% |
| 1Y | +23.3% | -5.2% | +28.5% | +21.5% |
| 3Y | +81.5% | -34.9% | +116.4% | +85.8% |
| All | +30.8% | -77.4% | +108.2% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling