-3.2%
WAT vs EPAM
-81.9%
+78.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -1.3% | +2.0% | -3.2% | -1.6% |
| 30D | +2.3% | +6.5% | -4.2% | +0.9% |
| 3M | +8.7% | +19.9% | -11.2% | +4.5% |
| 6M | +28.3% | -16.9% | +45.3% | +31.4% |
| YTD | +7.8% | -42.9% | +50.7% | +17.2% |
| 1Y | +36.6% | -30.4% | +67.0% | +42.7% |
| 3Y | +45.7% | -54.7% | +100.4% | +59.7% |
| All | -3.2% | -81.9% | +78.7% | +15.5% |
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