+101.1%
WMB vs EPAM
-31.1%
+132.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +20.6% | -26.0% | -4.8% |
| 7D | -14.2% | +23.0% | -37.2% | -13.7% |
| 30D | -11.2% | +51.6% | -62.8% | -10.7% |
| 3M | -9.9% | +50.8% | -60.7% | -9.3% |
| 6M | -14.4% | +51.1% | -65.5% | -13.4% |
| YTD | +9.2% | -19.1% | +28.4% | +12.4% |
| 1Y | +15.1% | +3.0% | +12.1% | +16.7% |
| All | +101.1% | -31.1% | +132.1% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling