Consolidated Returns as of 30 June 2024
Holding the Warren Buffett Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~154 years), the longest period with a negative return lasted 181 months (from September 1929 to September 1944).
This means that every rolling period of 182 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Warren Buffett Portfolio: ETF allocation and returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
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The annualized return of the last 10 years has been 11.63% (updated at Jun 30, 2024).
Rolling Returns
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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.32% |
+136.47%
Jul 1932 - Jun 1933 |
-62.67%
Jul 1931 - Jun 1932 |
26.76%
490 out of 1831 |
US Inflation Adjusted | +7.93% |
+153.23%
Jul 1932 - Jun 1933 |
-58.55%
Jul 1931 - Jun 1932 |
30.75%
563 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.67% |
+48.91%
Jul 1932 - Jun 1934 |
-49.69%
Jun 1930 - May 1932 |
19.46%
354 out of 1819 |
US Inflation Adjusted | +7.06% |
+50.02%
Jul 1932 - Jun 1934 |
-44.12%
Jun 1930 - May 1932 |
25.56%
465 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.30% |
+38.25%
Mar 1933 - Feb 1936 |
-38.18%
Jul 1929 - Jun 1932 |
14.83%
268 out of 1807 |
US Inflation Adjusted | +7.17% |
+36.46%
Sep 1926 - Aug 1929 |
-33.28%
Jul 1929 - Jun 1932 |
20.42%
369 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.94% |
+36.54%
Jul 1932 - Jun 1936 |
-24.37%
Mar 1929 - Feb 1933 |
11.64%
209 out of 1795 |
US Inflation Adjusted | +6.96% |
+36.04%
Jul 1932 - Jun 1936 |
-19.84%
Jun 1928 - May 1932 |
19.55%
351 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+31.40%
Jun 1932 - May 1937 |
-15.40%
Sep 1929 - Aug 1934 |
8.86%
158 out of 1783 |
US Inflation Adjusted | +6.79% |
+30.21%
Sep 1924 - Aug 1929 |
-11.56%
Jan 1916 - Dec 1920 |
17.89%
319 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.00% |
+28.33%
Sep 1923 - Aug 1929 |
-10.56%
Apr 1929 - Mar 1935 |
5.19%
92 out of 1771 |
US Inflation Adjusted | +6.55% |
+28.08%
Sep 1923 - Aug 1929 |
-9.68%
Oct 1968 - Sep 1974 |
14.74%
261 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+23.55%
Feb 1922 - Jan 1929 |
-5.83%
Jul 1925 - Jun 1932 |
3.13%
55 out of 1759 |
US Inflation Adjusted | +6.49% |
+23.35%
Feb 1922 - Jan 1929 |
-7.74%
Oct 1967 - Sep 1974 |
12.51%
220 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.40% |
+25.90%
Sep 1921 - Aug 1929 |
-6.60%
Apr 1930 - Mar 1938 |
1.77%
31 out of 1747 |
US Inflation Adjusted | +6.56% |
+26.26%
Sep 1921 - Aug 1929 |
-6.17%
Aug 1912 - Jul 1920 |
12.42%
217 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.18% |
+21.30%
Sep 1920 - Aug 1929 |
-5.59%
Apr 1929 - Mar 1938 |
2.13%
37 out of 1735 |
US Inflation Adjusted | +6.72% |
+23.47%
Sep 1920 - Aug 1929 |
-5.98%
Apr 2000 - Mar 2009 |
11.82%
205 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.23% |
+19.46%
Jun 1949 - May 1959 |
-4.04%
Sep 1929 - Aug 1939 |
2.15%
37 out of 1723 |
US Inflation Adjusted | +6.54% |
+18.97%
Jun 1920 - May 1930 |
-4.82%
Jul 1911 - Jun 1921 |
11.09%
191 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.19% |
+18.53%
Sep 1918 - Aug 1929 |
-3.72%
Sep 1929 - Aug 1940 |
1.58%
27 out of 1711 |
US Inflation Adjusted | +6.72% |
+17.28%
Sep 1918 - Aug 1929 |
-3.77%
Aug 1909 - Jul 1920 |
12.27%
210 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.31% |
+17.94%
Dec 1987 - Nov 1999 |
-3.30%
May 1930 - Apr 1942 |
1.53%
26 out of 1699 |
US Inflation Adjusted | +6.69% |
+15.63%
Jun 1949 - May 1961 |
-2.95%
Sep 1909 - Aug 1921 |
9.95%
169 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.18% |
+17.98%
Aug 1942 - Jul 1955 |
-3.51%
Sep 1929 - Aug 1942 |
0.95%
16 out of 1687 |
US Inflation Adjusted | +6.56% |
+15.04%
Dec 1948 - Nov 1961 |
-3.15%
Sep 1929 - Aug 1942 |
7.77%
131 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.12% |
+18.61%
May 1942 - Apr 1956 |
-0.90%
Sep 1929 - Aug 1943 |
0.78%
13 out of 1675 |
US Inflation Adjusted | +6.57% |
+14.33%
May 1942 - Apr 1956 |
-2.39%
Aug 1968 - Jul 1982 |
5.67%
95 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.07% |
+18.28%
Aug 1982 - Jul 1997 |
-0.02%
Sep 1929 - Aug 1944 |
0.06%
1 out of 1663 |
US Inflation Adjusted | +6.45% |
+14.42%
Aug 1982 - Jul 1997 |
-2.12%
Jan 1906 - Dec 1920 |
4.69%
78 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.92% |
+18.25%
Aug 1982 - Jul 1998 |
+1.34%
Sep 1929 - Aug 1945 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +6.39% |
+14.51%
Aug 1982 - Jul 1998 |
-1.36%
Mar 1966 - Feb 1982 |
2.97%
49 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.81% |
+18.37%
Jul 1982 - Jun 1999 |
+1.57%
Oct 1929 - Sep 1946 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +6.24% |
+14.69%
Jul 1982 - Jun 1999 |
-1.23%
Aug 1965 - Jul 1982 |
1.16%
19 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.97% |
+17.86%
Apr 1982 - Mar 2000 |
+1.61%
Sep 1929 - Aug 1947 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +6.19% |
+14.05%
Aug 1982 - Jul 2000 |
-0.96%
Aug 1964 - Jul 1982 |
1.04%
17 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.90% |
+17.15%
Apr 1980 - Mar 1999 |
+1.98%
Sep 1929 - Aug 1948 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +6.22% |
+12.93%
Oct 1981 - Sep 2000 |
-0.74%
Jul 1901 - Jun 1920 |
0.99%
16 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.78% |
+17.11%
Apr 1980 - Mar 2000 |
+1.98%
Sep 1929 - Aug 1949 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +6.34% |
+12.76%
Apr 1980 - Mar 2000 |
-0.43%
Jul 1901 - Jun 1921 |
0.12%
2 out of 1603 |
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To obtain comprehensive information, please consult the Warren Buffett Portfolio: ETF allocation and returns page.