+322.9%
WMB vs EPAM
+65.3%
+257.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +0.6% | +2.0% | -1.4% | +0.3% |
| 30D | +3.3% | +6.5% | -3.3% | +2.2% |
| 3M | +3.1% | +19.9% | -16.8% | +0.3% |
| 6M | -0.7% | -16.9% | +16.2% | +0.8% |
| YTD | +25.2% | -42.9% | +68.0% | +32.4% |
| 1Y | +32.9% | -30.4% | +63.2% | +36.4% |
| 3Y | +140.6% | -54.7% | +195.3% | +155.6% |
| 5Y | +273.5% | -81.8% | +355.3% | +349.3% |
| All | +322.9% | +65.3% | +257.6% | +190.1% |
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 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