+362.3%
WAT vs EPAM
+751.2%
-388.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -1.3% | +2.0% | -3.2% | -1.7% |
| 30D | +2.3% | +6.5% | -4.2% | +0.6% |
| 3M | +8.7% | +19.9% | -11.2% | +3.6% |
| 6M | +28.3% | -16.9% | +45.3% | +31.8% |
| YTD | +7.8% | -42.9% | +50.7% | +18.7% |
| 1Y | +36.6% | -30.4% | +67.0% | +43.7% |
| 3Y | +45.7% | -54.7% | +100.4% | +63.0% |
| 5Y | -3.3% | -81.8% | +78.5% | +21.7% |
| 10Y | +162.1% | +65.5% | +96.7% | +96.4% |
| All | +362.3% | +751.2% | -388.9% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling