+5,947.5%
OMC vs SWK
+1,275.2%
+4,672.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | +1.1% | -5.7% | +6.8% | +3.2% |
| 3M | +10.4% | +24.1% | -13.7% | +1.2% |
| 6M | -1.7% | +24.7% | -26.4% | -10.8% |
| YTD | +4.4% | +33.9% | -29.5% | -8.0% |
| 1Y | +8.4% | +34.7% | -26.2% | -5.2% |
| 3Y | +14.4% | +15.3% | -0.9% | +2.3% |
| 5Y | +33.9% | -39.3% | +73.2% | +46.6% |
| 10Y | +34.9% | +2.5% | +32.4% | +14.7% |
| All | +5,947.5% | +1,275.2% | +4,672.4% | +2,022.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling