+190.2%
WMB vs EPAM
-78.1%
+268.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.7% |
| 7D | -6.7% | +9.1% | -15.7% | -6.8% |
| 30D | -8.6% | +38.5% | -47.0% | -9.3% |
| 3M | -4.9% | +61.0% | -65.9% | -6.1% |
| 6M | -6.3% | +58.0% | -64.3% | -7.6% |
| YTD | +13.0% | -23.5% | +36.4% | +14.5% |
| 1Y | +14.9% | -10.5% | +25.5% | +15.6% |
| 3Y | +113.4% | -33.8% | +147.2% | +115.5% |
| 5Y | +190.2% | -78.1% | +268.3% | +204.2% |
| All | +190.2% | -78.1% | +268.2% | +204.2% |
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 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