+264.5%
WMB vs EPAM
+170.1%
+94.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | -13.8% | +13.4% | -27.2% | -15.2% |
| 30D | -10.3% | +47.1% | -57.4% | -14.4% |
| 3M | -10.1% | +71.2% | -81.2% | -15.8% |
| 6M | -11.8% | +48.9% | -60.8% | -16.8% |
| YTD | +8.9% | -22.2% | +31.2% | +10.8% |
| 1Y | +14.0% | -5.2% | +19.1% | +12.8% |
| 3Y | +100.5% | -34.9% | +135.5% | +103.5% |
| 5Y | +179.5% | -77.4% | +256.9% | +235.2% |
| All | +264.5% | +170.1% | +94.4% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling