Data Source: from January 1871 to February 2023 (~152 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.77%
1 Day
Mar 20 2023
0.16%
Current Month
March 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 9.21% compound annual return, with a 13.51% standard deviation.

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 ETF Name Investment Themes
90.00 %
VV Vanguard Large-Cap Equity, U.S., Large Cap
10.00 %
SHY 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 Feb 28, 2023

The Warren Buffett Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: March 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
WARREN BUFFETT PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Feb 28, 2023
  1 Day Time ET(*) Mar 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~152Y)
Warren Buffett Portfolio 0.77 -0.16 -2.27 0.84 -8.07 8.84 11.01 9.21 8.62
US Inflation Adjusted return -2.81 -0.72 -13.30 4.80 8.17 6.54 6.37
Components
VV
Vanguard Large-Cap
0.87 Mar 20 2023 -0.36 -2.40 0.97 -8.75 9.59 12.07 9.71 8.90
SHY
iShares 1-3 Year Treasury Bond
-0.12 Mar 20 2023 1.66 -0.99 -0.74 -3.01 0.65 0.50 3.00 4.43
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%

Portfolio Metrics as of Feb 28, 2023

Metrics of Warren Buffett Portfolio, updated as of 28 February 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
WARREN BUFFETT PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 28 February 2023 (~152 years)
Swipe left to see all data
Metrics as of Feb 28, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio
Return (%)
-2.27 -1.88 0.84 -8.07 10.51 8.84 11.01 9.57 9.21 8.62
US Inflation (%) 0.56 1.05 1.58 6.04 5.16 3.86 2.63 2.51 2.51 2.11
Infl. Adjusted
Return (%)
-2.81 -2.90 -0.72 -13.30 5.09 4.80 8.17 6.89 6.54 6.37
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 20.43 18.63 16.75 13.39 13.32 13.51 14.86
Sharpe Ratio -0.50 0.53 0.46 0.77 0.63 0.52 0.31
Sortino Ratio -0.71 0.71 0.60 1.02 0.83 0.68 0.44
MAXIMUM DRAWDOWN
Drawdown Depth (%) -18.96 -23.08 -23.08 -23.08 -45.52 -45.52 -79.29
Start (yyyy mm) 2022 04 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 1932 06
Start to Bottom (# months) 6 9 9 9 16 16 34
Start to Recovery (# months) in progress
> 11
> 14
> 14
> 14
42
42
178
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 136.47 38.25 31.40 19.46 17.11 13.67
Worst Return (%) -62.67 -38.18 -15.40 -4.04 1.98 3.46
% Positive Periods 73% 85% 91% 98% 100% 100%
MONTHS
Positive 0 1 3 5 21 39 83 164 237 1115
Negative 1 2 3 7 15 21 37 76 123 711
% Positive 0% 33% 50% 42% 58% 65% 69% 68% 66% 61%
WITHDRAWAL RATES (WR)
Safe WR (%) 43.01 24.83 17.01 9.56 8.63 7.95
Perpetual WR (%) 4.84 4.58 7.55 6.44 6.14 5.99
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative 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

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 28 February 2023
Swipe left to see all data
 
 
Asset VV SHY
VV
1.00
0.51
SHY
0.51
1.00
 
 
Asset VV SHY
VV
1.00
0.05
SHY
0.05
1.00
 
 
Asset VV SHY
VV
1.00
-0.01
SHY
-0.01
1.00
 
 
Asset VV SHY
VV
1.00
-0.13
SHY
-0.13
1.00
 
 
Asset VV SHY
VV
1.00
0.10
SHY
0.10
1.00

Portfolio Dividends

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 Feb 28, 2023

An investment of 1000$, since March 1993, now would be worth 14062.81$, with a total return of 1306.28% (9.21% annualized).

The Inflation Adjusted Capital now would be 6689.23$, with a net total return of 568.92% (6.54% annualized).
An investment of 1000$, since January 1871, now would be worth 290534286.65$, with a total return of 29053328.67% (8.62% annualized).

The Inflation Adjusted Capital now would be 12045892.73$, with a net total return of 1204489.27% (6.37% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-45.52% Nov 2007 Feb 2009 16 Apr 2011 26 42
-39.67% Sep 2000 Sep 2002 25 Sep 2006 48 73
-23.08% Jan 2022 Sep 2022 9 in progress 5 14
-17.49% Feb 2020 Mar 2020 2 Jul 2020 4 6
-15.04% May 2011 Sep 2011 5 Feb 2012 5 10
-13.83% Jul 1998 Aug 1998 2 Nov 1998 3 5
-12.09% Oct 2018 Dec 2018 3 Apr 2019 4 7
-7.73% Aug 2015 Sep 2015 2 May 2016 8 10
-6.47% Feb 1994 Mar 1994 2 Aug 1994 5 7
-6.10% Jan 2000 Feb 2000 2 Mar 2000 1 3
-6.10% Apr 2012 May 2012 2 Aug 2012 3 5
-5.73% May 2019 May 2019 1 Jun 2019 1 2
-5.59% Jul 1999 Sep 1999 3 Nov 1999 2 5
-5.54% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.47% Feb 2018 Mar 2018 2 Jul 2018 4 6
-5.15% Aug 1997 Aug 1997 1 Nov 1997 3 4
-4.44% Apr 2000 May 2000 2 Aug 2000 3 5
-4.37% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.32% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.99% Jul 1996 Jul 1996 1 Sep 1996 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-79.29% Sep 1929 Jun 1932 34 Jun 1944 144 178
-45.52% Nov 2007 Feb 2009 16 Apr 2011 26 42
-40.52% Jan 1973 Sep 1974 21 Jun 1976 21 42
-39.67% Sep 2000 Sep 2002 25 Sep 2006 48 73
-30.50% Apr 1876 Jun 1877 15 Apr 1879 22 37
-30.14% Oct 1906 Nov 1907 14 Nov 1908 12 26
-27.35% Sep 1987 Nov 1987 3 May 1989 18 21
-26.19% Dec 1968 Jun 1970 19 Mar 1971 9 28
-25.03% Dec 1916 Dec 1917 13 Apr 1919 16 29
-23.47% Nov 1919 Jun 1921 20 Apr 1922 10 30
-23.10% Oct 1902 Oct 1903 13 Nov 1904 13 26
-23.08% Jan 2022 Sep 2022 9 in progress 5 14
-22.56% Feb 1893 Aug 1893 7 Aug 1897 48 55
-21.96% Nov 1912 Oct 1914 24 Aug 1915 10 34
-19.89% Jun 1946 Nov 1946 6 Oct 1949 35 41
-19.86% Jan 1962 Jun 1962 6 Apr 1963 10 16
-18.78% Oct 1882 Jan 1885 28 Nov 1885 10 38
-17.49% Feb 2020 Mar 2020 2 Jul 2020 4 6
-15.65% Sep 1873 Nov 1873 3 Feb 1874 3 6
-15.04% May 2011 Sep 2011 5 Feb 2012 5 10

Rolling Returns ( more details)

Warren Buffett Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.06 136.47
Jul 1932 - Jun 1933
-62.67
Jul 1931 - Jun 1932
26.94%
2 Years
9.38 48.91
Jul 1932 - Jun 1934
-49.69
Jun 1930 - May 1932
19.58%
3 Years
9.09 38.25
Mar 1933 - Feb 1936
-38.18
Jul 1929 - Jun 1932
14.96%
5 Years
8.90 31.40
Jun 1932 - May 1937
-15.40
Sep 1929 - Aug 1934
8.94%
7 Years
8.84 23.55
Feb 1922 - Jan 1929
-5.83
Jul 1925 - Jun 1932
3.16%
10 Years
8.81 19.46
Jun 1949 - May 1959
-4.04
Sep 1929 - Aug 1939
2.17%
15 Years
8.71 18.28
Aug 1982 - Jul 1997
-0.02
Sep 1929 - Aug 1944
0.06%
20 Years
8.75 17.11
Apr 1980 - Mar 2000
1.98
Sep 1929 - Aug 1949
0.00%
30 Years
8.95 13.67
Jul 1970 - Jun 2000
3.46
Jun 1902 - May 1932
0.00%
(*) Annualized rolling and average 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 Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.45
60%
-1.37
40%
-0.94
60%
2.36
80%
0.27
60%
0.76
80%
4.06
100%
1.49
60%
-2.76
40%
1.36
60%
3.81
80%
-0.57
60%
 Capital Growth on monthly avg returns
100
101.45
100.06
99.11
101.45
101.73
102.50
106.66
108.25
105.26
106.69
110.76
110.12
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
-6.3
2018
-0.9
2021
-7.8
2018
Monthly Seasonality over the period Mar 2018 - Feb 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.38
50%
0.26
50%
0.43
70%
1.62
90%
0.95
80%
0.36
70%
3.11
90%
0.34
60%
-1.25
50%
2.09
70%
3.04
90%
0.07
60%
 Capital Growth on monthly avg returns
100
100.38
100.64
101.07
102.70
103.68
104.05
107.29
107.65
106.31
108.53
111.83
111.90
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
3.2
2013
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 Mar 2013 - Feb 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.39
65%
0.32
54%
0.54
63%
1.27
64%
0.23
58%
0.55
56%
1.32
61%
1.10
66%
-0.14
56%
0.56
57%
1.05
63%
1.20
70%
 Capital Growth on monthly avg returns
100
101.39
101.72
102.26
103.56
103.80
104.37
105.75
106.91
106.77
107.36
108.49
109.79
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 Jan 1871 - Feb 2023

Monthly/Yearly Returns

Warren Buffett Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Feb 2023
1115 Positive Months (61%) - 711 Negative Months (39%)
MONTHLY RETURNS TABLE
Jan 1871 - Feb 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
+3.50 +2.11 5.9 -2.3
2022
-18.29 -23.25 -5.5 -2.7 3.2 -8.4 -0.1 -7.4 8.1 -3.5 -8.3 6.9 4.8 -5.2
2021
+24.59 +16.40 -0.8 2.3 3.6 4.9 0.4 2.4 2.2 2.7 -4.3 6.4 -0.9 3.8
2020
+19.19 +17.59 0.3 -7.2 -11.1 11.4 4.6 1.9 5.4 6.9 -3.4 -2.3 10.0 3.7
2019
+28.46 +25.59 7.3 3.0 1.7 3.7 -5.7 6.4 1.4 -1.5 1.7 2.0 3.4 2.7
2018
-3.84 -5.65 5.1 -3.4 -2.2 0.3 2.2 0.6 3.3 3.0 0.5 -6.3 1.8 -7.8
2017
+19.83 +17.35 1.8 3.6 0.1 1.0 1.3 0.6 1.9 0.3 1.9 2.1 2.7 1.1
2016
+10.69 +8.44 -4.8 -0.1 6.2 0.4 1.5 0.3 3.4 0.1 0.1 -1.6 3.3 1.8
2015
+0.96 +0.23 -2.6 5.2 -1.2 0.7 1.2 -1.8 1.9 -5.4 -2.4 7.4 0.3 -1.6
2014
+12.08 +11.24 -3.0 4.2 0.6 0.5 2.1 1.9 -1.3 3.6 -1.4 2.2 2.5 -0.3
2013
+29.44 +27.53 4.8 1.2 3.3 1.8 2.0 -1.2 4.9 -2.6 3.2 4.1 2.6 2.4
2012
+14.59 +12.63 4.4 3.8 3.0 -0.5 -5.6 3.5 1.0 2.3 2.3 -1.6 0.6 1.0
2011
+1.43 -1.49 2.1 3.1 0.1 2.8 -0.9 -1.6 -1.8 -5.1 -6.5 9.8 -0.4 0.8
2010
+14.55 +12.86 -3.0 2.8 5.5 1.5 -7.2 -4.8 6.3 -4.1 8.2 3.6 0.1 6.2
2009
+24.66 +21.36 -7.3 -9.4 7.3 9.0 5.1 0.0 6.8 3.4 3.5 -1.9 5.6 2.0
2008
-32.35 -32.41 -5.4 -2.2 -0.4 4.1 1.5 -7.3 -0.8 1.0 -7.8 -14.9 -6.3 1.7
2007
+6.30 +2.13 1.6 -1.6 1.0 4.0 3.2 -1.6 -2.8 1.7 3.5 1.5 -3.4 -0.7
2006
+14.32 +11.49 2.3 0.2 1.6 0.8 -2.5 0.3 0.4 2.0 2.4 3.0 2.1 1.1
2005
+5.58 +2.09 -2.6 2.1 -1.5 -1.9 3.6 0.5 3.1 -0.8 0.8 -1.5 3.5 0.4
2004
+9.73 +6.27 1.7 1.3 -1.3 -1.5 1.2 1.7 -3.0 0.4 1.0 1.4 3.6 3.1
2003
+25.87 +23.55 -2.4 -1.3 0.9 7.4 4.8 1.2 1.5 1.8 -0.9 5.1 0.8 4.9
2002
-19.13 -21.01 -1.3 -1.7 3.3 -5.3 -0.6 -6.3 -6.6 0.7 -9.3 7.5 5.0 -5.0
2001
-10.04 -11.42 3.3 -8.2 -5.6 6.9 0.6 -2.1 -0.7 -5.5 -6.9 1.8 6.6 0.7
2000
-7.27 -10.31 -4.6 -1.6 8.8 -2.7 -1.8 2.4 -1.3 5.6 -4.7 -0.3 -6.9 0.6
1999
+19.15 +16.03 3.8 -2.9 3.7 3.5 -2.2 5.0 -2.8 -0.4 -2.4 5.7 1.9 5.4
1998
+26.49 +24.48 1.1 6.5 4.7 1.0 -1.5 3.7 -0.9 -13.0 5.9 7.4 5.5 5.3
1997
+30.52 +28.34 5.6 0.7 -3.8 5.5 5.6 4.1 7.4 -5.2 5.1 -3.0 4.2 1.6
1996
+21.03 +17.14 3.1 0.8 0.9 1.3 2.3 0.4 -4.0 1.9 5.2 2.6 7.0 -1.8
1995
+34.91 +31.57 2.5 3.7 2.7 2.8 3.8 2.2 3.0 0.3 3.9 -0.3 4.1 1.8
1994
+1.01 -1.62 3.1 -2.5 -4.0 1.1 1.5 -2.2 3.0 3.7 -2.2 2.1 -3.4 1.3
1993
+9.53 +6.60 0.9 1.4 1.9 -2.1 2.3 0.3 -0.4 3.5 -0.7 1.9 -0.9 1.2
1992
+7.36 +4.33 -1.7 1.1 -1.8 2.7 0.6 -1.2 3.8 -1.7 1.2 0.2 3.0 1.2
1991
+28.35 +24.53 4.0 6.5 2.2 0.3 4.0 -4.1 4.3 2.3 -1.4 1.3 -3.6 10.5
1990
-2.00 -7.64 -6.1 1.2 2.4 -2.2 8.8 -0.5 -0.2 -8.1 -4.3 -0.2 5.8 2.6
1989
+29.38 +23.63 6.7 -2.2 2.1 4.9 3.8 -0.3 8.3 1.6 -0.3 -2.0 1.9 2.2
1988
+15.17 +10.29 3.9 4.2 -2.7 0.9 0.7 4.2 -0.3 -3.1 4.0 2.6 -1.4 1.6
1987
+4.71 +0.27 12.0 3.7 2.6 -1.0 1.0 4.7 4.5 3.5 -2.1 -19.9 -7.3 6.8
1986
+17.29 +16.02 0.5 6.9 5.2 -1.2 4.9 1.7 -5.1 6.9 -7.6 5.2 2.4 -2.4
1985
+29.49 +24.75 6.9 1.2 0.1 -0.1 5.7 1.4 -0.2 -0.5 -2.8 4.1 6.4 4.4
1984
+6.99 +2.93 -0.3 -3.0 1.4 0.7 -4.9 2.1 -1.1 10.1 0.2 0.5 -0.7 2.5
1983
+19.96 +15.58 3.1 2.4 3.1 7.1 -0.8 3.5 -3.0 1.7 1.3 -1.2 2.1 -0.5
1982
+21.09 +16.62 -1.3 -4.5 -0.5 3.9 -2.3 -1.5 -1.5 11.3 1.2 10.3 3.8 1.7
1981
-3.26 -11.18 -3.9 1.9 3.6 -2.1 0.8 -0.7 -0.1 -4.9 -4.3 5.2 4.5 -2.6
1980
+29.60 +15.19 5.4 0.0 -8.8 4.7 5.3 2.6 5.9 1.0 2.4 1.8 9.9 -2.7
1979
+17.05 +3.32 3.9 -2.5 5.3 0.4 -1.4 3.8 1.0 5.5 0.2 -6.2 4.9 1.7
1978
+5.62 -3.12 -5.4 -1.5 2.3 7.6 1.2 -1.4 5.2 3.2 -0.5 -8.1 2.4 1.5
1977
-6.77 -12.62 -4.6 -1.2 -1.1 0.0 -1.3 4.1 -1.4 -1.2 0.0 -3.7 3.2 0.5
1976
+22.58 +16.89 10.9 -0.7 2.6 -0.9 -1.1 4.6 -0.6 0.3 2.3 -1.8 0.5 5.0
1975
+34.14 +25.44 11.1 6.0 2.1 4.7 5.5 4.8 -6.2 -1.8 -3.4 6.3 2.9 -0.9
1974
-23.54 -31.93 -1.0 -0.2 -2.2 -3.7 -2.0 -1.7 -7.2 -7.7 -9.8 15.9 -3.2 -1.6
1973
-14.10 -20.98 -1.8 -3.3 -0.3 -4.1 -1.3 -0.7 3.7 -2.5 4.4 0.0 -9.6 1.2
1972
+17.45 +13.58 1.9 2.8 0.7 0.7 1.8 -1.7 0.1 3.4 -0.4 1.2 4.6 1.2
1971
+13.67 +10.07 4.2 1.0 4.0 3.1 -3.7 0.1 -3.6 4.0 -0.2 -3.4 0.0 8.0
1970
+4.95 -0.59 -6.5 5.7 0.3 -8.4 -5.2 -3.9 7.0 4.2 3.5 -0.8 5.3 5.3
1969
-7.28 -12.69 -0.4 -4.0 3.4 2.4 -0.1 -4.8 -4.9 3.8 -2.3 4.7 -2.9 -1.7
1968
+10.36 +5.39 -3.2 -2.5 1.0 7.5 1.3 1.2 -1.2 5.0 0.0 0.8 4.4 -3.8
1967
+21.92 +18.32 7.5 0.4 4.1 4.0 -4.5 1.6 4.5 2.4 0.1 -2.5 0.4 2.8
1966
-8.57 -11.63 0.7 -1.6 -1.5 2.1 -4.6 -1.3 -1.0 -6.9 0.0 4.6 0.5 0.6
1965
+11.37 +9.27 3.3 0.1 -1.0 3.4 -0.4 -4.1 1.5 2.3 3.1 2.7 -0.6 1.0
1964
+15.12 +14.01 2.7 1.1 1.6 0.8 1.3 1.8 1.9 -1.2 2.9 1.0 -0.2 0.6
1963
+20.68 +18.73 4.7 -2.4 3.5 4.7 1.6 -1.6 0.0 4.7 -0.8 3.2 -0.6 2.5
1962
-7.50 -8.72 -3.2 1.8 -0.2 -5.3 -7.4 -7.0 5.8 1.7 -3.9 0.7 9.2 1.5
1961
+24.37 +23.54 6.0 2.8 2.6 0.6 2.0 -2.5 3.2 2.0 -1.5 2.9 3.8 0.5
1960
+1.29 -0.07 -6.2 1.3 -0.8 -1.3 2.6 2.2 -1.7 2.7 -5.1 0.0 3.8 4.5
1959
+10.87 +8.99 0.6 0.3 0.3 3.7 1.8 -0.1 3.4 -1.1 -4.0 1.4 1.5 2.7
1958
+39.17 +36.77 4.3 -1.5 3.2 3.3 1.7 2.7 4.1 1.2 4.6 2.6 2.4 5.0
1957
-9.21 -11.77 -3.5 -2.5 2.0 3.6 3.5 0.0 1.2 -4.8 -5.3 -2.6 2.0 -2.9
1956
+6.10 +3.02 -2.9 3.5 6.5 0.0 -5.6 3.9 4.9 -3.3 -3.8 0.9 -0.8 3.4
1955
+28.33 +27.86 1.9 0.7 -0.1 3.7 0.2 7.8 5.8 -0.5 1.4 -2.4 7.2 0.2
1954
+47.42 +48.52 5.2 0.7 3.2 4.9 3.3 0.5 5.7 -2.8 8.0 -1.5 7.8 5.0
1953
-0.68 -1.42 -0.3 -1.3 -1.8 -2.0 0.0 -1.1 2.9 -4.8 0.7 5.3 1.2 0.7
1952
+16.84 +15.97 1.9 -2.9 4.8 -3.3 2.6 4.6 2.0 -0.9 -1.4 0.5 4.7 3.6
1951
+22.18 +15.26 6.2 1.1 -1.2 4.9 -3.2 -1.8 6.9 4.6 -0.1 -0.8 0.2 4.1
1950
+27.56 +20.42 2.0 1.4 0.9 4.6 4.1 -4.8 1.4 3.5 5.6 0.9 0.5 4.8
1949
+16.43 +18.90 0.7 -3.1 3.2 -1.4 -2.9 0.4 6.2 1.6 2.6 3.2 0.6 4.5
1948
+4.72 +1.68 -3.1 -3.8 7.3 2.8 7.5 0.7 -4.5 1.1 -2.3 6.5 -9.4 3.3
1947
+4.83 -3.69 2.5 -0.9 -1.1 -3.1 -0.4 5.1 3.7 -2.2 -0.9 2.3 -2.2 2.2
1946
-7.24 -21.48 6.6 -6.0 4.5 3.6 2.3 -3.2 -2.0 -6.3 -8.8 -0.3 -0.8 4.3
1945
+32.94 +30.02 1.8 5.9 -3.8 8.4 1.4 0.0 -1.5 5.6 4.2 3.1 3.3 1.1
1944
+17.83 +15.18 1.8 0.2 1.9 -0.7 4.1 5.0 -1.5 1.2 0.1 0.4 0.7 3.6
1943
+23.35 +19.81 7.0 5.0 5.2 0.5 4.5 2.2 -4.6 1.3 2.6 -0.8 -6.6 5.8
1942
+19.04 +9.18 1.9 -2.3 -4.8 -3.3 6.4 2.3 3.4 1.2 3.0 6.4 -0.8 5.2
1941
-10.47 -18.55 -3.8 -0.9 1.0 -5.2 0.8 5.5 5.6 -0.3 -0.4 -5.5 -3.3 -3.7
1940
-8.93 -9.58 -2.8 0.9 1.4 -0.1 -21.4 7.4 3.2 2.8 1.5 4.0 -3.2 0.2
1939
-0.71 -0.71 -5.9 3.3 -11.8 -0.1 6.0 -5.4 10.0 -6.1 14.5 -0.8 -4.0 2.6
1938
+30.06 +33.78 1.9 6.1 -22.2 13.1 -3.3 22.6 7.0 -2.1 1.8 7.3 -2.7 3.8
1937
-31.63 -33.53 3.8 1.7 -0.8 -7.2 -0.5 -4.3 9.6 -4.7 -12.3 -8.5 -8.3 -3.8
1936
+29.65 +27.80 6.2 1.8 2.6 -6.8 4.4 3.0 6.6 1.1 0.4 7.2 0.7 -0.2
1935
+42.64 +38.51 -3.3 -3.2 -2.5 9.0 3.2 6.4 7.9 2.2 2.4 7.3 3.8 3.8
1934
-1.85 -3.31 9.9 -3.0 0.4 -2.2 -7.1 2.2 -10.1 4.9 -0.2 -2.5 7.8 -0.1
1933
+47.84 +46.72 1.2 -16.3 3.3 38.0 15.2 12.6 -8.1 11.0 -10.4 -8.1 9.7 2.3
1932
-7.22 +3.40 -2.3 5.5 -10.1 -17.4 -19.7 0.0 32.4 33.5 -2.9 -12.2 -4.7 5.2
1931
-39.39 -33.17 4.9 10.7 -5.9 -8.3 -11.8 12.9 -6.3 1.3 -26.4 7.3 -8.0 -12.1
1930
-22.03 -16.71 6.0 2.3 7.7 -0.6 -1.1 -14.6 3.6 1.1 -11.4 -7.4 -1.4 -6.1
1929
-7.44 -7.98 5.4 -0.3 0.0 1.8 -3.6 10.4 4.5 9.2 -4.3 -18.0 -11.5 2.6
1928
+39.15 +40.78 -0.1 -1.2 10.1 3.3 1.4 -3.4 1.4 7.0 2.5 1.6 11.4 0.5
1927
+33.87 +36.96 -1.4 4.7 1.1 2.0 5.1 -0.5 6.3 4.5 3.3 -3.6 6.6 2.1
1926
+10.43 +11.67 0.2 -3.6 -4.9 2.2 1.3 4.3 2.1 4.3 2.5 -2.4 2.5 2.0
1925
+26.87 +22.62 2.2 1.2 -5.6 3.2 5.1 0.9 3.6 0.6 2.8 5.6 0.1 4.8
1924
+23.76 +23.76 3.2 -1.4 -1.9 -0.2 1.0 3.8 4.5 0.9 0.5 -0.3 6.7 5.2
1923
+4.17 +1.76 0.5 6.3 -0.9 -2.0 -3.2 -6.5 2.2 1.9 -2.3 0.2 5.5 3.1
1922
+25.52 +28.49 1.2 3.2 3.5 5.7 5.1 -3.4 1.7 6.9 -0.9 2.5 -4.1 2.1
1921
+14.22 +28.09 4.4 -0.3 -1.6 2.6 -1.2 -6.1 3.0 -1.2 3.1 2.8 6.4 2.1
1920
-17.37 -19.50 -2.2 -6.3 9.3 -6.2 -3.3 -0.2 -1.6 2.1 0.3 1.9 -6.7 -4.7
1919
+19.03 +3.91 -0.9 3.5 1.0 5.3 7.9 -2.1 6.1 -6.8 2.3 7.4 -5.0 0.0
1918
+23.53 +2.57 7.2 2.6 -2.8 1.8 2.1 2.7 0.1 2.6 -1.0 5.3 -0.8 1.8
1917
-22.57 -34.44 -1.7 -4.4 3.1 -0.8 -2.7 2.3 -1.9 -2.0 -3.6 -4.2 -6.7 -2.4
1916
+8.31 -3.83 -1.1 -0.8 0.2 -0.6 2.4 1.2 -0.9 1.2 4.1 3.2 2.5 -3.2
1915
+32.47 +29.90 2.1 -0.8 2.8 7.3 -1.7 1.4 0.0 4.4 3.7 5.4 3.6 0.6
1914
-2.69 -3.65 4.3 1.7 -1.3 -1.8 1.0 0.0 -4.6 -7.4 0.5 -4.4 3.9 6.4
1913
-8.10 -10.86 -0.3 -2.8 -1.3 0.3 -1.9 -4.0 1.4 2.8 1.3 -2.5 -1.7 0.5
1912
+7.42 +0.10 0.5 -0.4 3.0 3.2 0.1 0.5 0.5 2.4 0.8 0.2 -0.6 -2.9
1911
+5.58 +7.80 2.6 2.1 -0.6 0.0 2.2 2.2 0.0 -4.0 -4.5 1.0 4.0 0.8
1910
-6.56 +1.14 -1.6 -2.8 2.5 -1.8 -1.1 -3.9 -4.1 2.6 1.1 4.5 0.3 -2.1
1909
+17.29 +6.13 0.7 -2.2 1.6 4.4 3.4 2.0 1.6 2.4 0.4 0.7 -0.2 1.4
1908
+41.02 +36.49 4.4 -2.8 4.4 5.5 5.8 0.0 3.8 4.3 -0.6 1.5 6.6 2.5
1907
-26.28 -24.68 -2.2 -2.4 -8.3 0.9 -2.6 -2.4 3.9 -6.3 -0.5 -9.0 -4.8 4.6
1906
+6.52 +0.93 3.4 -0.4 -1.9 -0.8 -2.2 1.4 -2.0 7.0 3.1 -0.3 -0.1 -0.5
1905
+17.87 +17.88 2.3 4.2 3.0 -0.8 -4.2 1.4 3.1 3.7 0.6 1.6 -0.3 2.3
1904
+28.41 +22.67 1.9 -2.1 0.2 2.6 -1.5 0.6 4.1 3.4 4.4 5.7 5.2 1.2
1903
-12.70 -7.62 4.9 -0.2 -3.1 -3.5 -1.3 -4.6 -2.5 -3.7 -1.6 -2.4 0.6 4.4
1902
+4.74 -2.23 2.3 1.1 0.4 3.4 0.1 -0.5 2.1 2.8 0.8 -2.5 -3.3 -1.8
1901
+24.93 +18.99 8.9 2.6 3.5 8.0 -4.4 9.4 -6.0 1.5 -0.1 -0.7 2.3 -1.2
1900
+10.87 +15.08 1.5 2.0 1.1 1.3 -3.9 -2.4 0.3 1.5 0.1 -1.8 3.8 7.5
1899
+8.97 -6.74 7.1 3.6 1.5 1.4 -3.6 -1.8 3.3 2.6 -0.8 -0.2 2.0 -5.8
1898
+21.34 +19.55 2.8 -0.1 -4.1 -1.4 6.4 4.0 0.9 3.7 0.1 -1.6 3.3 6.0
1897
+15.72 +15.72 0.5 -0.5 0.6 -2.5 0.6 4.6 4.4 6.1 4.7 -2.6 -2.9 2.3
1896
+2.13 +3.66 -1.1 4.1 -1.0 1.3 -0.1 -1.3 -5.7 -4.9 5.4 2.5 6.7 -2.9
1895
+4.21 +1.29 -0.9 -0.5 0.4 4.3 5.3 2.2 0.6 1.5 0.9 -1.4 -2.6 -5.1
1894
+2.30 +9.61 -1.6 1.7 3.1 1.6 -3.0 -0.8 -1.5 3.8 1.8 -2.5 0.4 -0.5
1893
-13.61 -6.62 1.9 -1.3 -2.8 0.4 -7.6 -4.0 -7.9 -1.5 6.9 3.0 2.0 -2.5
1892
+5.62 +4.37 1.9 0.5 1.4 0.1 0.4 -0.1 0.2 1.6 -2.0 2.1 0.0 -0.7
1891
+21.07 +27.20 5.0 1.5 -1.2 3.5 0.0 -1.4 -1.4 3.4 7.8 0.3 -1.0 3.2
1890
-8.74 -9.88 1.2 -0.8 -0.4 2.2 4.2 -0.3 -0.3 -1.7 -1.0 -3.9 -6.2 -1.8
1889
+7.15 +13.76 2.0 1.5 -1.5 0.1 2.8 1.9 -1.6 1.5 2.5 -1.4 -0.5 -0.2
1888
+2.28 +2.29 1.1 0.0 -3.2 0.7 1.7 -2.3 2.7 2.3 2.6 -0.3 -1.5 -1.4
1887
-1.95 -7.62 -0.7 -0.2 2.5 2.4 1.9 -2.3 -2.0 -1.9 -0.9 -2.6 2.2 -0.2
1886
+11.65 +17.10 0.3 2.2 -1.5 -1.0 -1.5 4.4 1.6 0.9 2.7 2.6 2.5 -2.0
1885
+24.10 +25.61 -1.7 3.3 0.7 0.2 -0.6 0.1 3.8 5.5 -0.7 5.7 6.3 -0.3
1884
-11.59 -1.44 -2.3 2.9 0.1 -3.1 -7.4 -3.1 0.6 6.3 -2.5 -2.4 -1.1 0.4
1883
-2.16 +5.90 0.0 -1.7 1.7 2.4 -1.3 1.4 -1.2 -3.6 1.6 -1.9 1.8 -1.2
1882
+2.42 +4.36 -1.1 -1.5 0.3 0.5 -0.7 0.0 5.4 3.0 1.3 -2.0 -3.4 0.9
1881
+7.13 +0.07 5.7 0.0 1.4 0.2 4.5 1.4 -2.9 -1.9 1.1 -1.2 0.9 -2.1
1880
+22.34 +24.79 3.7 2.3 1.9 -1.6 -6.8 0.7 4.5 3.8 0.1 2.9 5.4 4.1
1879
+44.89 +22.19 3.9 3.5 -0.9 3.2 4.8 1.2 1.7 1.2 3.8 10.3 5.3 0.2
1878
+10.78 +28.80 0.4 -1.3 1.8 3.1 0.9 2.3 2.0 -0.6 2.4 -0.6 0.1 -0.2
1877
-3.06 +9.58 -0.3 -4.8 -4.2 -5.6 0.8 -5.9 4.2 6.5 5.6 2.5 -0.9 0.1
1876
-10.41 -8.83 2.5 2.0 0.3 -3.0 -2.8 0.2 -0.7 -3.4 -4.9 -0.1 -0.8 0.0
1875
+2.65 +8.00 0.4 0.4 1.6 1.9 -2.7 -1.3 0.3 1.0 -0.5 -0.7 1.9 0.6
1874
+9.72 +16.12 5.2 3.3 -0.6 -2.1 -1.6 0.1 0.2 0.9 2.1 0.3 1.2 0.5
1873
-5.05 +0.88 1.0 1.4 -0.3 -0.7 0.9 -0.4 0.1 0.6 -6.6 -7.3 -2.6 9.6
1872
+12.20 +9.68 2.3 0.9 3.2 3.3 0.6 -0.3 -0.4 -0.6 -1.0 0.9 0.3 2.6
1871
+11.39 +9.72 -0.1 1.9 2.7 3.2 2.6 -0.3 -1.4 1.4 1.4 -4.4 1.4 2.6

Portofolio Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
  • SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002

Portfolio efficiency

Compared to the Warren Buffett Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 80/20 Momentum
+10.78 12.19 -43.61 80 20 0
US Stocks Minimum Volatility
+9.51 13.66 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum
+9.38 9.41 -32.52 60 40 0
Warren Buffett Portfolio
Warren Buffett
+9.21 13.51 -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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Technology
+13.03 23.91 -81.08 100 0 0
US Stocks Momentum
+11.99 15.12 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+10.78 12.19 -43.61 80 20 0
US Stocks
+9.64 15.38 -50.84 100 0 0
US Stocks Value
+9.57 15.20 -55.41 100 0 0
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