Data Source: from January 1871 to November 2023 (~153 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 28 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.03%
1 Day
Dec 28 2023, 04:00PM Eastern Time
4.57%
Current Month
December 2023
The Warren Buffett Portfolio is a Very High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 90% on the Stock Market.
In the last 30 Years, the Warren Buffett Portfolio obtained a 9.54% compound annual return, with a 13.65% standard deviation.
Table of contents
Asset Allocation and ETFs
The Warren Buffett Portfolio has the following asset allocation:
90% Stocks
10% Fixed Income
0% Commodities
The Warren Buffett Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 90.00 | VV | USD | Vanguard Large-Cap | Equity, U.S., Large Cap |
| 10.00 | SHY | USD | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Nov 30, 2023
The Warren Buffett Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
WARREN BUFFETT PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 28 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~153Y) | |||
| Warren Buffett Portfolio | 0.03 | 4.57 | 8.70 | 9.78 | 13.59 | 11.47 | 10.69 | 9.54 | 8.68 | |||
| US Inflation Adjusted return | 8.92 | 8.73 | 10.14 | 7.15 | 7.68 | 6.85 | 6.43 | |||||
| Components | ||||||||||||
VV | USD | Vanguard Large-Cap | 0.03 | 04:00PM, Dec 28 2023 | 4.96 | 9.48 | 10.62 | 14.57 | 12.47 | 11.69 | 10.07 | 8.97 |
SHY | USD | iShares 1-3 Year Treasury Bond | -0.01 | 04:00PM, Dec 28 2023 | 1.05 | 1.05 | 1.53 | 2.96 | 1.04 | 0.77 | 3.00 | 4.42 |
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Nov 2023. Current inflation (annualized) is 1Y: 3.14% , 5Y: 4.03% , 10Y: 2.80% , 30Y: 2.51%
Live update: World Markets and Indexes
In 2022, the Warren Buffett Portfolio granted a 1.31% dividend yield. If you are interested in getting periodic income, please refer to the Warren Buffett Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993, now would be worth 15.37$, with a total return of 1436.97% (9.54% annualized).
The Inflation Adjusted Capital now would be 7.30$, with a net total return of 629.82% (6.85% annualized).
An investment of 1$, since January 1871, now would be worth 336348.21$, with a total return of 33634721.20% (8.68% annualized).
The Inflation Adjusted Capital now would be 13663.31$, with a net total return of 1366230.58% (6.43% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of Warren Buffett Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
WARREN BUFFETT PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~153Y) | |
| Investment Return (%) | 8.70 | 1.99 | 9.78 | 13.59 | 8.16 | 11.47 | 10.69 | 9.17 | 9.54 | 8.68 |
| Infl. Adjusted Return (%) details | 8.92 | 1.98 | 8.73 | 10.14 | 2.35 | 7.15 | 7.68 | 6.43 | 6.85 | 6.43 |
| US Inflation (%) | -0.20 | 0.01 | 0.96 | 3.14 | 5.67 | 4.03 | 2.80 | 2.58 | 2.51 | 2.12 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -7.55 | -23.08 | -23.08 | -23.08 | -45.52 | -45.52 | -79.29 | |||
| Start to Recovery (# months) details | 4 | 23* | 23* | 23* | 42 | 42 | 178 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 34 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 06 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 26 | 26 | 144 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 04 | 2011 04 | 1944 06 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | -39.67 | same as deepest | |||
| Start to Recovery (# months) details | 73 | |||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 25 | 34 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 1932 06 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 26 | 48 | 144 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 04 | 2006 09 | 1944 06 | |||
| Longest negative period (# months) details | 4 | 28 | 28 | 28 | 66 | 132 | 181 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 07 | 2021 07 | 2021 07 | 2004 01 | 1998 03 | 1929 09 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 06 | 2009 02 | 1944 09 | |||
| Annualized Return (%) | -13.34 | -0.47 | -0.47 | -0.47 | -0.30 | -0.46 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.14 | -27.75 | -27.75 | -27.75 | -46.35 | -46.92 | -73.85 | |||
| Start to Recovery (# months) details | 4 | 23* | 23* | 23* | 63 | 149 | 86 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 102 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | 47 | 53 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2013 01 | 2013 01 | 1936 10 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | -46.92 | |||
| Start to Recovery (# months) details | 149 | |||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 102 | 102 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | 47 | 47 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2013 01 | 2013 01 | 2013 01 | |||
| Longest negative period (# months) details | 5 | 35 | 35 | 35 | 91 | 159 | 244 | |||
| Period Start (yyyy mm) | 2023 06 | 2020 12 | 2020 12 | 2020 12 | 2004 03 | 1998 07 | 1901 05 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2011 09 | 2011 09 | 1921 08 | |||
| Annualized Return (%) | -0.42 | -0.53 | -0.53 | -0.53 | -0.04 | -0.08 | -0.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 14.49 | 15.76 | 17.13 | 13.69 | 13.43 | 13.65 | 14.85 | |||
| Sharpe Ratio | 0.60 | 0.40 | 0.57 | 0.70 | 0.59 | 0.53 | 0.32 | |||
| Sortino Ratio | 0.88 | 0.53 | 0.76 | 0.95 | 0.77 | 0.70 | 0.44 | |||
| Ulcer Index | 3.09 | 10.03 | 8.40 | 6.30 | 10.49 | 12.60 | 15.64 | |||
| Ratio: Return / Standard Deviation | 0.94 | 0.52 | 0.67 | 0.78 | 0.68 | 0.70 | 0.58 | |||
| Ratio: Return / Deepest Drawdown | 1.80 | 0.35 | 0.50 | 0.46 | 0.20 | 0.21 | 0.11 | |||
| % Positive Months details | 58% | 58% | 63% | 68% | 67% | 66% | 61% | |||
| Positive Months | 7 | 21 | 38 | 82 | 162 | 238 | 1121 | |||
| Negative Months | 5 | 15 | 22 | 38 | 78 | 122 | 714 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 10.69 | 15.20 | 15.20 | 19.46 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.37 | -2.17 | -4.04 | |||||||
| Best 10 Years Return (%) - Annualized | 7.68 | 13.10 | 13.10 | 18.97 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.46 | -4.63 | -4.82 | |||||||
ROLLING PERIOD RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 51.53 | 30.07 | 26.29 | 15.20 | 9.71 | 9.54 | ||||
| Worst Rolling Return (%) - Annualized | -38.58 | -13.74 | -4.93 | -2.17 | 4.91 | |||||
| % Positive Periods | 80% | 82% | 87% | 95% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 47.66 | 27.12 | 23.36 | 13.10 | 7.22 | 6.85 | ||||
| Worst Rolling Return (%) - Annualized | -38.72 | -15.82 | -7.38 | -4.63 | 2.78 | |||||
| % Positive Periods | 76% | 79% | 74% | 88% | 100% | 100% | ||||
| Over all the available data source (Jan 1871 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 136.47 | 38.25 | 31.40 | 19.46 | 17.11 | 13.67 | ||||
| Worst Rolling Return (%) - Annualized | -62.67 | -38.18 | -15.40 | -4.04 | 1.98 | 3.46 | ||||
| % Positive Periods | 73% | 85% | 91% | 97% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 153.23 | 36.46 | 30.21 | 18.97 | 12.75 | 10.49 | ||||
| Worst Rolling Return (%) - Annualized | -58.55 | -33.28 | -11.56 | -4.82 | -0.43 | 1.66 | ||||
| % Positive Periods | 69% | 79% | 81% | 88% | 99% | 100% | ||||
WITHDRAWAL RATES (WR) | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 34.83 | 24.17 | 14.27 | 7.67 | 8.15 | 7.95 | ||||
| Perpetual WR (%) | 2.30 | 6.68 | 7.13 | 6.04 | 6.41 | 6.04 | ||||
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Talking about withdrawal rates, how would you manage your early retirement with the Warren Buffett Portfolio? Read more here
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset | VV | SHY |
|---|---|---|
VV | - | 0.42 |
SHY | 0.42 | - |
| Asset | VV | SHY |
|---|---|---|
VV | - | 0.10 |
SHY | 0.10 | - |
| Asset | VV | SHY |
|---|---|---|
VV | - | 0.03 |
SHY | 0.03 | - |
| Asset | VV | SHY |
|---|---|---|
VV | - | -0.12 |
SHY | -0.12 | - |
| Asset | VV | SHY |
|---|---|---|
VV | - | 0.10 |
SHY | 0.10 | - |
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
WARREN BUFFETT PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.52% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 | 22.14 |
| -39.67% | Sep 2000 | Sep 2002 | 25 | Sep 2006 | 48 | 73 | 20.20 |
| -23.08% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 12.42 |
| -17.49% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 | 7.96 |
| -15.04% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 | 6.55 |
| -13.83% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 | 6.74 |
| -12.09% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 5.58 |
| -7.73% | Aug 2015 | Sep 2015 | 2 | May 2016 | 8 | 10 | 4.19 |
| -6.47% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 4.23 |
| -6.10% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 | 3.81 |
| -6.10% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 | 2.85 |
| -5.73% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 3.31 |
| -5.59% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 2.88 |
| -5.54% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.24 |
| -5.47% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 | 3.48 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -46.92% | Sep 2000 | Feb 2009 | 102 | Jan 2013 | 47 | 149 | 22.39 |
| -27.75% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 17.61 |
| -17.61% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 7.43 |
| -14.05% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 | 6.92 |
| -11.67% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 5.47 |
| -8.28% | Mar 2015 | Sep 2015 | 7 | Jul 2016 | 10 | 17 | 3.63 |
| -7.29% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 4.44 |
| -6.93% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 | 4.23 |
| -6.54% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 3.38 |
| -6.24% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 | 4.03 |
| -5.93% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 3.42 |
| -5.71% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.35 |
| -5.33% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 | 3.00 |
| -4.61% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 | 3.04 |
| -4.58% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.64 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -79.29% | Sep 1929 | Jun 1932 | 34 | Jun 1944 | 144 | 178 | 41.03 |
| -45.52% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 | 22.14 |
| -40.52% | Jan 1973 | Sep 1974 | 21 | Jun 1976 | 21 | 42 | 17.75 |
| -39.67% | Sep 2000 | Sep 2002 | 25 | Sep 2006 | 48 | 73 | 20.20 |
| -30.50% | Apr 1876 | Jun 1877 | 15 | Apr 1879 | 22 | 37 | 15.16 |
| -30.14% | Oct 1906 | Nov 1907 | 14 | Nov 1908 | 12 | 26 | 15.87 |
| -27.35% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 14.38 |
| -26.19% | Dec 1968 | Jun 1970 | 19 | Mar 1971 | 9 | 28 | 12.16 |
| -25.03% | Dec 1916 | Dec 1917 | 13 | Apr 1919 | 16 | 29 | 12.86 |
| -23.47% | Nov 1919 | Jun 1921 | 20 | Apr 1922 | 10 | 30 | 14.53 |
| -23.10% | Oct 1902 | Oct 1903 | 13 | Nov 1904 | 13 | 26 | 14.32 |
| -23.08% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 12.42 |
| -22.56% | Feb 1893 | Aug 1893 | 7 | Aug 1897 | 48 | 55 | 11.18 |
| -21.96% | Nov 1912 | Oct 1914 | 24 | Aug 1915 | 10 | 34 | 10.41 |
| -19.89% | Jun 1946 | Nov 1946 | 6 | Oct 1949 | 35 | 41 | 11.97 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -73.85% | Sep 1929 | May 1932 | 33 | Oct 1936 | 53 | 86 | 40.80 |
| -50.04% | Jan 1973 | Sep 1974 | 21 | Jan 1985 | 124 | 145 | 26.89 |
| -46.92% | Sep 2000 | Feb 2009 | 102 | Jan 2013 | 47 | 149 | 22.39 |
| -46.01% | Dec 1916 | Dec 1920 | 49 | Aug 1924 | 44 | 93 | 28.56 |
| -45.57% | Mar 1937 | Mar 1938 | 13 | Feb 1945 | 83 | 96 | 25.51 |
| -35.73% | Jun 1946 | Feb 1948 | 21 | Dec 1950 | 34 | 55 | 24.68 |
| -33.12% | Oct 1906 | Nov 1907 | 14 | May 1909 | 18 | 32 | 16.77 |
| -32.66% | Dec 1968 | Jun 1970 | 19 | Nov 1972 | 29 | 48 | 14.51 |
| -27.98% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 15.88 |
| -27.75% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 17.61 |
| -26.92% | Jul 1911 | Oct 1914 | 40 | Oct 1915 | 12 | 52 | 12.52 |
| -26.46% | Jul 1876 | Jun 1877 | 12 | Apr 1878 | 10 | 22 | 14.50 |
| -23.47% | Jul 1901 | Oct 1903 | 28 | Jan 1905 | 15 | 43 | 12.60 |
| -20.98% | Jun 1892 | Jul 1893 | 14 | Jul 1895 | 24 | 38 | 9.02 |
| -20.39% | Jan 1962 | Jun 1962 | 6 | Apr 1963 | 10 | 16 | 11.03 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
WARREN BUFFETT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Inflation Adjusted:
Swipe left to see all data
| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -38.58 | 03/2008 02/2009 | 0.61$ | -6.29 | 0.93$ | 12.79 | 1.12$ | 24.59 | 1.24$ | 51.53 | 04/2020 03/2021 | 1.51$ | 13.59 | 19.77% |
| 2Y | -22.31 | 03/2007 02/2009 | 0.60$ | -2.68 | 0.94$ | 11.07 | 1.23$ | 21.82 | 1.48$ | 33.78 | 03/2009 02/2011 | 1.78$ | 0.81 | 16.32% |
| 3Y | -13.74 | 04/2000 03/2003 | 0.64$ | -1.87 | 0.94$ | 11.11 | 1.37$ | 18.91 | 1.68$ | 30.07 | 04/1995 03/1998 | 2.20$ | 8.16 | 17.54% |
| 5Y | -4.93 | 03/2004 02/2009 | 0.77$ | 0.66 | 1.03$ | 9.80 | 1.59$ | 15.74 | 2.07$ | 26.29 | 01/1995 12/1999 | 3.21$ | 11.47 | 12.29% |
| 7Y | -2.48 | 03/2002 02/2009 | 0.83$ | 3.32 | 1.25$ | 7.16 | 1.62$ | 13.00 | 2.35$ | 17.13 | 12/1993 11/2000 | 3.02$ | 11.85 | 1.81% |
| 10Y | -2.17 | 03/1999 02/2009 | 0.80$ | 3.44 | 1.40$ | 7.96 | 2.15$ | 12.24 | 3.17$ | 15.20 | 10/2011 09/2021 | 4.11$ | 10.69 | 4.56% |
| 15Y | 4.09 | 09/2000 08/2015 | 1.82$ | 4.93 | 2.05$ | 7.19 | 2.83$ | 9.28 | 3.78$ | 12.54 | 12/2008 11/2023 | 5.88$ | 12.54 | 0.00% |
| 20Y | 4.91 | 04/2000 03/2020 | 2.60$ | 6.28 | 3.37$ | 8.01 | 4.66$ | 9.32 | 5.94$ | 9.71 | 04/2003 03/2023 | 6.38$ | 9.17 | 0.00% |
| 30Y | 9.54 | 12/1993 11/2023 | 15.36$ | 9.54 | 15.36$ | 9.54 | 15.36$ | 9.54 | 15.36$ | 9.54 | 12/1993 11/2023 | 15.36$ | 9.54 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -38.72 | 03/2008 02/2009 | 0.61$ | -9.49 | 0.90$ | 10.45 | 1.10$ | 21.36 | 1.21$ | 47.66 | 04/2020 03/2021 | 1.47$ | 10.14 | 23.50% |
| 2Y | -23.92 | 03/2007 02/2009 | 0.57$ | -5.37 | 0.89$ | 8.31 | 1.17$ | 19.11 | 1.41$ | 31.00 | 03/2009 02/2011 | 1.71$ | -4.09 | 23.44% |
| 3Y | -15.82 | 04/2000 03/2003 | 0.59$ | -4.18 | 0.87$ | 8.43 | 1.27$ | 16.27 | 1.57$ | 27.12 | 04/1995 03/1998 | 2.05$ | 2.35 | 20.31% |
| 5Y | -7.38 | 03/2004 02/2009 | 0.68$ | -1.80 | 0.91$ | 7.13 | 1.41$ | 13.24 | 1.86$ | 23.36 | 01/1995 12/1999 | 2.85$ | 7.15 | 25.25% |
| 7Y | -4.91 | 03/2002 02/2009 | 0.70$ | 0.63 | 1.04$ | 4.87 | 1.39$ | 10.94 | 2.06$ | 14.20 | 12/1993 11/2000 | 2.53$ | 8.07 | 11.19% |
| 10Y | -4.63 | 03/1999 02/2009 | 0.62$ | 0.93 | 1.09$ | 5.62 | 1.72$ | 10.23 | 2.64$ | 13.10 | 03/2009 02/2019 | 3.42$ | 7.68 | 11.62% |
| 15Y | 1.88 | 09/2000 08/2015 | 1.32$ | 2.54 | 1.45$ | 4.78 | 2.01$ | 7.17 | 2.82$ | 9.81 | 12/2008 11/2023 | 4.07$ | 9.81 | 0.00% |
| 20Y | 2.78 | 04/2000 03/2020 | 1.73$ | 4.04 | 2.20$ | 5.66 | 3.00$ | 6.72 | 3.67$ | 7.22 | 12/1994 11/2014 | 4.02$ | 6.43 | 0.00% |
| 30Y | 6.85 | 12/1993 11/2023 | 7.29$ | 6.85 | 7.29$ | 6.85 | 7.29$ | 6.85 | 7.29$ | 6.85 | 12/1993 11/2023 | 7.29$ | 6.85 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -62.67 | 07/1931 06/1932 | 0.37$ | -7.25 | 0.92$ | 10.20 | 1.10$ | 27.40 | 1.27$ | 136.47 | 07/1932 06/1933 | 2.36$ | 13.59 | 26.86% |
| 2Y | -49.69 | 06/1930 05/1932 | 0.25$ | -2.32 | 0.95$ | 9.67 | 1.20$ | 21.64 | 1.47$ | 48.91 | 07/1932 06/1934 | 2.21$ | 0.81 | 19.54% |
| 3Y | -38.18 | 07/1929 06/1932 | 0.23$ | 0.02 | 1.00$ | 9.31 | 1.30$ | 18.32 | 1.65$ | 38.25 | 03/1933 02/1936 | 2.64$ | 8.16 | 14.89% |
| 5Y | -15.40 | 09/1929 08/1934 | 0.43$ | 1.67 | 1.08$ | 8.93 | 1.53$ | 16.29 | 2.12$ | 31.40 | 06/1932 05/1937 | 3.91$ | 11.47 | 8.90% |
| 7Y | -5.83 | 07/1925 06/1932 | 0.65$ | 3.11 | 1.23$ | 8.76 | 1.79$ | 14.76 | 2.62$ | 23.55 | 02/1922 01/1929 | 4.39$ | 11.85 | 3.14% |
| 10Y | -4.04 | 09/1929 08/1939 | 0.66$ | 4.25 | 1.51$ | 8.20 | 2.19$ | 14.52 | 3.87$ | 19.46 | 06/1949 05/1959 | 5.92$ | 10.69 | 2.16% |
| 15Y | -0.02 | 09/1929 08/1944 | 0.99$ | 5.32 | 2.17$ | 8.03 | 3.18$ | 13.47 | 6.65$ | 18.28 | 08/1982 07/1997 | 12.40$ | 12.54 | 0.06% |
| 20Y | 1.98 | 09/1929 08/1949 | 1.47$ | 5.96 | 3.18$ | 7.76 | 4.46$ | 12.49 | 10.53$ | 17.11 | 04/1980 03/2000 | 23.56$ | 9.17 | 0.00% |
| 30Y | 3.46 | 06/1902 05/1932 | 2.77$ | 6.26 | 6.18$ | 9.40 | 14.78$ | 11.25 | 24.50$ | 13.67 | 07/1970 06/2000 | 46.66$ | 9.54 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -58.55 | 07/1931 06/1932 | 0.41$ | -9.88 | 0.90$ | 7.82 | 1.07$ | 25.18 | 1.25$ | 153.23 | 07/1932 06/1933 | 2.53$ | 10.14 | 30.81% |
| 2Y | -44.12 | 06/1930 05/1932 | 0.31$ | -4.74 | 0.90$ | 7.10 | 1.14$ | 19.35 | 1.42$ | 50.02 | 07/1932 06/1934 | 2.25$ | -4.09 | 25.55% |
| 3Y | -33.28 | 07/1929 06/1932 | 0.29$ | -2.46 | 0.92$ | 7.22 | 1.23$ | 15.77 | 1.55$ | 36.46 | 09/1926 08/1929 | 2.54$ | 2.35 | 20.50% |
| 5Y | -11.56 | 01/1916 12/1920 | 0.54$ | -1.04 | 0.94$ | 6.77 | 1.38$ | 13.62 | 1.89$ | 30.21 | 09/1924 08/1929 | 3.74$ | 7.15 | 18.02% |
| 7Y | -7.74 | 10/1967 09/1974 | 0.56$ | 0.68 | 1.04$ | 6.48 | 1.55$ | 12.24 | 2.24$ | 23.35 | 02/1922 01/1929 | 4.34$ | 8.07 | 12.56% |
| 10Y | -4.82 | 07/1911 06/1921 | 0.61$ | 1.02 | 1.10$ | 6.50 | 1.87$ | 10.96 | 2.83$ | 18.97 | 06/1920 05/1930 | 5.67$ | 7.68 | 11.13% |
| 15Y | -2.12 | 01/1906 12/1920 | 0.72$ | 2.23 | 1.39$ | 6.43 | 2.54$ | 10.07 | 4.21$ | 14.42 | 08/1982 07/1997 | 7.53$ | 9.81 | 4.71% |
| 20Y | -0.43 | 07/1901 06/1921 | 0.91$ | 2.93 | 1.78$ | 6.32 | 3.40$ | 8.81 | 5.41$ | 12.75 | 04/1980 03/2000 | 11.02$ | 6.43 | 0.13% |
| 30Y | 1.66 | 06/1902 05/1932 | 1.63$ | 4.40 | 3.64$ | 6.25 | 6.16$ | 7.82 | 9.58$ | 10.49 | 06/1932 05/1962 | 19.92$ | 6.85 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Warren Buffett Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Warren Buffett Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the
page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.45 | -1.37 | 0.17 | 2.58 | -0.05 | 1.84 | 4.03 | 0.60 | -3.71 | 2.23 | 5.20 | -0.57 |
| Best | 7.3 2019 | 3.0 2019 | 3.6 2021 | 11.4 2020 | 4.6 2020 | 6.4 2019 | 8.1 2022 | 6.9 2020 | 1.7 2019 | 6.9 2022 | 10.0 2020 | 3.8 2021 |
| Worst | -5.5 2022 | -7.2 2020 | -11.1 2020 | -8.4 2022 | -5.7 2019 | -7.4 2022 | 1.4 2019 | -3.5 2022 | -8.3 2022 | -2.3 2020 | -0.9 2021 | -7.8 2018 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 0.38 | 0.26 | 0.44 | 1.57 | 0.81 | 1.08 | 2.93 | 0.46 | -2.00 | 1.49 | 3.66 | 0.07 |
| Best | 7.3 2019 | 5.2 2015 | 6.2 2016 | 11.4 2020 | 4.6 2020 | 6.4 2019 | 8.1 2022 | 6.9 2020 | 1.9 2017 | 7.4 2015 | 10.0 2020 | 3.8 2021 |
| Worst | -5.5 2022 | -7.2 2020 | -11.1 2020 | -8.4 2022 | -5.7 2019 | -7.4 2022 | -1.3 2014 | -5.4 2015 | -8.3 2022 | -6.3 2018 | -0.9 2021 | -7.8 2018 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.39 | 0.32 | 0.55 | 1.27 | 0.23 | 0.59 | 1.33 | 1.08 | -0.17 | 0.54 | 1.10 | 1.20 |
| Best | 12.0 1987 | 10.7 1931 | 10.1 1928 | 38.0 1933 | 15.2 1933 | 22.6 1938 | 32.4 1932 | 33.5 1932 | 14.5 1939 | 15.9 1974 | 11.4 1928 | 10.5 1991 |
| Worst | -7.3 2009 | -16.3 1933 | -22.2 1938 | -17.4 1932 | -21.4 1940 | -14.6 1930 | -10.1 1934 | -13.0 1998 | -26.4 1931 | -19.9 1987 | -11.5 1929 | -12.1 1931 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Warren Buffett Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
WARREN BUFFETT PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
238 Positive Months (66%) - 122 Negative Months (34%)
1121 Positive Months (61%) - 714 Negative Months (39%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- VV - Vanguard Large-Cap (VV), up to December 2004
- SHY - iShares 1-3 Year Treasury Bond (SHY), up to December 2002
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) | % Allocation | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | |||
| US Stocks Minimum Volatility | +9.58 | 13.72 | -43.27 | 100 | 0 | 0 | |||
| Warren Buffett Portfolio | Warren Buffett | +9.54 | 13.65 | -45.52 | 90 | 10 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) | % Allocation | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.75 | 24.01 | -81.08 | 100 | 0 | 0 | |||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | |||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | |||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | |||
| US Stocks Value | +9.71 | 15.36 | -55.41 | 100 | 0 | 0 | |||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
I'm an experienced financial analyst and investment enthusiast with a deep understanding of portfolio management, historical market trends, and risk assessment. My knowledge extends across various asset classes and investment strategies, allowing me to provide insights into the Warren Buffett Portfolio discussed in the provided article.
Now, let's delve into the key concepts and information presented in the article:
-
Data Source and Duration:
- The data spans from January 1871 to November 2023, covering approximately 153 years.
- Live updates are provided as of December 28, 2023, 04:00 PM Eastern Time.
-
Portfolio Performance:
- The Warren Buffett Portfolio demonstrates a live performance of 0.03% on the day and 4.57% for the current month (December 2023).
- The portfolio is described as "Very High Risk" and is exposed to 90% in the stock market.
- Over the last 30 years, the portfolio achieved a compound annual return of 9.54% with a standard deviation of 13.65%.
-
Asset Allocation and ETFs:
- The portfolio's asset allocation consists of 90% in stocks, 10% in fixed income, and 0% in commodities.
- The portfolio can be implemented using two ETFs: 90% in VV (Vanguard Large-Cap) and 10% in SHY (iShares 1-3 Year Treasury Bond).
-
Returns and Metrics:
- Returns are calculated in USD, assuming no fees or capital gain taxes and a rebalancing of components at every January 1st.
- The December 2023 return is calculated based on a newly built portfolio with the starting asset allocation.
- Metrics include investment return, inflation-adjusted return, drawdown analysis, and risk indicators.
-
Inflation Data:
- US inflation rates are provided for various periods: 1Y, 5Y, 10Y, and 30Y.
- The current inflation rates (annualized) are given as of November 2023.
-
Capital Growth:
- The article details the growth of a $1 investment since December 1993 and January 1871, providing total return percentages and inflation-adjusted figures.
-
Portfolio Metrics:
- Advanced metrics cover various periods, ranging from 1 month to the full 153-year duration, including annualized returns, drawdowns, and risk indicators.
-
Withdrawal Rates:
- Safe Withdrawal Rate (SWR) and Perpetual Withdrawal Rate (PWR) are provided for 1Y, 3Y, 5Y, 10Y, 20Y, 30Y, and the maximum duration.
-
Rolling Returns:
- Annualized rolling returns are presented for 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 15Y, 20Y, and 30Y periods.
- Percentiles (15th, 50th, and 85th) are included for each rolling period.
-
Components Correlation:
- Monthly correlations between the portfolio components (VV and SHY) are provided.
-
Drawdowns:
- Drawdowns are analyzed, including periods, recovery times, total drawdown depth, and the Ulcer Index.
-
Reading Recommendations:
- Reading suggestions related to the new world order and personal finance are provided.
This comprehensive analysis offers a detailed overview of the Warren Buffett Portfolio, including its historical performance, risk metrics, and withdrawal considerations. If you have any specific questions or need further insights into particular aspects, feel free to ask.
