+202.4%
WMB vs EPAM
-75.6%
+278.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | +8.1% | -1.1% | +9.2% | +8.1% |
| 30D | -6.9% | +41.8% | -48.7% | -7.6% |
| 3M | -5.1% | +63.4% | -68.5% | -6.3% |
| 6M | -5.7% | +72.2% | -77.9% | -7.2% |
| YTD | +18.1% | -20.0% | +38.1% | +19.6% |
| 1Y | +18.4% | -9.0% | +27.5% | +19.1% |
| 3Y | +122.7% | -30.4% | +153.1% | +124.7% |
| All | +202.4% | -75.6% | +278.0% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling