+280.4%
WMB vs EPAM
+156.9%
+123.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +1.6% | +18.5% | -17.0% | -0.5% |
| 30D | -7.1% | +44.0% | -51.1% | -11.1% |
| 3M | -4.0% | +63.0% | -67.0% | -9.6% |
| 6M | -5.7% | +67.3% | -73.0% | -12.2% |
| YTD | +17.2% | -20.5% | +37.7% | +18.9% |
| 1Y | +17.2% | -9.6% | +26.8% | +16.8% |
| 3Y | +121.1% | -30.8% | +151.9% | +122.4% |
| 5Y | +197.2% | -75.6% | +272.8% | +249.6% |
| All | +280.4% | +156.9% | +123.6% | +146.3% |
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