+57.0%
OMC vs SWK
+26.9%
+30.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | +6.8% | +11.3% | -4.5% | +2.4% |
| 30D | +16.2% | +31.5% | -15.3% | +4.7% |
| 3M | +6.0% | +14.4% | -8.4% | +0.4% |
| 6M | +17.7% | +46.4% | -28.7% | +0.9% |
| YTD | +13.5% | +61.6% | -48.1% | -7.5% |
| 1Y | +27.2% | +78.7% | -51.5% | -0.6% |
| 3Y | +30.4% | +54.4% | -24.0% | +3.6% |
| 5Y | +53.5% | -25.3% | +78.8% | +58.8% |
| 10Y | +57.0% | +22.4% | +34.6% | +26.0% |
| All | +57.0% | +26.9% | +30.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling