+372.7%
WMB vs EPAM
+1,105.1%
-732.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +20.6% | -26.0% | -8.1% |
| 7D | -14.2% | +23.0% | -37.2% | -17.0% |
| 30D | -11.2% | +51.6% | -62.8% | -16.8% |
| 3M | -9.9% | +50.8% | -60.7% | -15.9% |
| 6M | -14.4% | +51.1% | -65.5% | -20.7% |
| YTD | +9.2% | -19.1% | +28.4% | +10.4% |
| 1Y | +15.1% | +3.0% | +12.1% | +11.6% |
| 3Y | +99.2% | -31.2% | +130.4% | +99.9% |
| 5Y | +180.2% | -76.5% | +256.7% | +225.2% |
| 10Y | +273.7% | +168.4% | +105.3% | +116.7% |
| All | +372.7% | +1,105.1% | -732.4% | +117.9% |
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