+31.2%
OMC vs SWK
+53.9%
-22.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.4% | +1.5% |
| 7D | +5.4% | +10.7% | -5.3% | +1.8% |
| 30D | +15.7% | +33.3% | -17.6% | +5.5% |
| 3M | +4.9% | +14.7% | -9.8% | +0.1% |
| 6M | +17.3% | +48.5% | -31.2% | +2.4% |
| YTD | +13.0% | +63.9% | -50.9% | -5.4% |
| 1Y | +24.1% | +80.4% | -56.3% | 0.0% |
| 3Y | +31.2% | +58.1% | -26.9% | +4.2% |
| All | +31.2% | +53.9% | -22.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling