Warren Buffett vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Warren Buffett Portfolio obtained a 9.85% compound annual return, with a 13.66% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Warren Buffett Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 90% 60%
Fixed Income 10% 40%
Commodities 0% 0%
30 Years Stats Return +9.85% +9.77%
Std Dev 13.66% 9.60%
Max Drawdown -45.52% -32.52%
All time Stats
(Since Jan 1982)
Return +11.31% +11.21%
Std Dev 13.75% 9.90%
Max Drawdown -45.52% -32.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Warren Buffett Portfolio +4.68 +13.07 +28.34 +13.39 +11.45 +9.85 +11.31
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +11.21
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Warren Buffett Portfolio: an investment of 1$, since March 1994, now would be worth 16.76$, with a total return of 1576.23% (9.85% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% annualized).

Warren Buffett Portfolio: an investment of 1$, since January 1982, now would be worth 91.75$, with a total return of 9075.21% (11.31% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 88.14$, with a total return of 8713.62% (11.21% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Warren Buffett Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-45.52% Nov 2007 Feb 2009 (16) Apr 2011 (42) 22.14
-39.67% Sep 2000 Sep 2002 (25) Sep 2006 (73) 20.20
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-23.08% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.17
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-17.49% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.96
-15.04% May 2011 Sep 2011 (5) Feb 2012 (10) 6.55
-13.83% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.74
-12.09% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.58
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-7.73% Aug 2015 Sep 2015 (2) May 2016 (10) 4.19
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-6.10% Jan 2000 Feb 2000 (2) Mar 2000 (3) 3.81
-6.10% Apr 2012 May 2012 (2) Aug 2012 (5) 2.85
-5.73% May 2019 May 2019 (1) Jun 2019 (2) 3.31
-5.59% Jul 1999 Sep 1999 (3) Nov 1999 (5) 2.88
-5.54% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.24

Drawdown comparison chart since January 1982.

Swipe left to see all data
Warren Buffett Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-45.52% Nov 2007 Feb 2009 (16) Apr 2011 (42) 22.14
-39.67% Sep 2000 Sep 2002 (25) Sep 2006 (73) 20.20
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-27.35% Sep 1987 Nov 1987 (3) May 1989 (21) 14.38
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-23.08% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.17
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-17.49% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.96
-15.04% May 2011 Sep 2011 (5) Feb 2012 (10) 6.55
-13.83% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.74
-12.77% Jun 1990 Oct 1990 (5) Feb 1991 (9) 6.99
-12.09% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.58
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-7.73% Aug 2015 Sep 2015 (2) May 2016 (10) 4.19
-7.70% Jan 1982 Jul 1982 (7) Aug 1982 (8) 4.74
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.59% Sep 1986 Sep 1986 (1) Jan 1987 (5) 3.51
-7.54% Dec 1983 May 1984 (6) Aug 1984 (9) 3.90

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+6.38%
0.00%
+9.07%
0.00%
2023
+24.87%
-7.55%
+7.66%
-5.48%
2022
-18.29%
-23.08%
-16.20%
-21.97%
2021
+24.59%
-4.32%
+7.27%
-2.88%
2020
+19.19%
-17.49%
+20.99%
-10.73%
2019
+28.46%
-5.73%
+19.89%
-0.92%
2018
-3.84%
-12.09%
-1.04%
-9.29%
2017
+19.83%
0.00%
+23.93%
0.00%
2016
+10.69%
-4.87%
+4.01%
-3.57%
2015
+0.96%
-7.73%
+5.58%
-4.61%
2014
+12.08%
-2.97%
+11.10%
-2.40%
2013
+29.44%
-2.62%
+19.91%
-2.13%
2012
+14.59%
-6.10%
+10.22%
-3.51%
2011
+1.43%
-15.04%
+6.73%
-7.14%
2010
+14.55%
-11.71%
+13.29%
-6.43%
2009
+24.66%
-16.03%
+11.92%
-12.79%
2008
-32.35%
-33.45%
-21.83%
-24.08%
2007
+6.30%
-4.37%
+13.35%
-1.41%
2006
+14.32%
-2.48%
+8.04%
-2.23%
2005
+5.58%
-3.97%
+12.44%
-0.99%
2004
+9.73%
-2.96%
+11.72%
-2.06%
2003
+25.87%
-3.66%
+17.18%
-1.95%
2002
-19.13%
-24.82%
-4.07%
-11.25%
2001
-10.04%
-20.31%
-7.04%
-13.57%
2000
-7.27%
-11.55%
-1.21%
-6.50%
1999
+19.15%
-5.59%
+23.95%
-1.65%
1998
+26.49%
-13.83%
+32.69%
-6.78%
1997
+30.52%
-5.15%
+25.89%
-3.48%
1996
+21.03%
-3.99%
+19.33%
-2.32%
1995
+34.91%
-0.25%
+32.67%
0.00%
1994
+1.01%
-6.47%
-1.72%
-6.35%
1993
+9.53%
-2.10%
+11.81%
-0.99%
1992
+7.36%
-2.36%
+5.45%
-2.52%
1991
+28.35%
-4.14%
+28.24%
-2.57%
1990
-2.00%
-12.77%
+4.36%
-7.66%
1989
+29.38%
-2.30%
+31.11%
-1.20%
1988
+15.17%
-3.40%
+7.18%
-3.36%
1987
+4.71%
-27.35%
+2.02%
-20.08%
1986
+17.29%
-7.59%
+19.66%
-5.55%
1985
+29.49%
-3.46%
+28.33%
-1.52%
1984
+6.99%
-6.07%
+5.51%
-7.11%
1983
+19.96%
-3.02%
+12.26%
-3.09%
1982
+21.09%
-7.70%
+30.72%
-2.23%