+441.6%
WMB vs EPAM
+751.2%
-309.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +0.6% | +2.0% | -1.4% | +0.3% |
| 30D | +3.3% | +6.5% | -3.3% | +1.9% |
| 3M | +3.1% | +19.9% | -16.8% | -0.5% |
| 6M | -0.7% | -16.9% | +16.2% | +1.0% |
| YTD | +25.2% | -42.9% | +68.0% | +33.8% |
| 1Y | +32.9% | -30.4% | +63.2% | +37.0% |
| 3Y | +140.6% | -54.7% | +195.3% | +158.4% |
| 5Y | +273.5% | -81.8% | +355.3% | +345.1% |
| 10Y | +334.2% | +65.5% | +268.8% | +174.9% |
| All | +441.6% | +751.2% | -309.6% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling