+94.9%
SCHW vs RDW
-0.7%
+95.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -1.9% | +0.9% | -2.7% | -2.0% |
| 30D | -1.6% | -21.3% | +19.6% | -0.1% |
| 3M | +21.3% | -37.9% | +59.1% | +24.4% |
| 6M | +16.5% | +12.3% | +4.2% | +11.5% |
| YTD | +8.4% | +39.7% | -31.3% | +0.4% |
| 1Y | +15.6% | +25.7% | -10.1% | +6.7% |
| 3Y | +86.8% | +230.8% | -144.0% | +45.7% |
| 5Y | +60.5% | -8.8% | +69.3% | +27.6% |
| All | +94.9% | -0.7% | +95.6% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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