+35.7%
WAT vs EPAM
-76.0%
+111.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.0% |
| 7D | +3.4% | +18.8% | -15.4% | +0.1% |
| 30D | +9.6% | +44.9% | -35.3% | +2.3% |
| 3M | +15.5% | +68.6% | -53.1% | +4.7% |
| 6M | +33.9% | +65.4% | -31.5% | +20.7% |
| YTD | +25.2% | -19.9% | +45.1% | +27.4% |
| 1Y | +26.3% | -10.0% | +36.3% | +25.8% |
| 3Y | +85.8% | -30.3% | +116.1% | +88.1% |
| All | +35.7% | -76.0% | +111.7% | +55.6% |
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 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