Warren Buffett Portfolio: ETF allocation and returns

Data Source: from January 1871 to November 2023 (~153 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 11 2023, 11:00AM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.24%
1 Day
Dec 11 2023, 11:00AM Eastern Time
0.95%
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: 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 11 2023, 11:00AM 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 0.24 0.95 8.70 9.78 13.59 11.47 10.69 9.54 8.68
US Inflation Adjusted return 8.70 8.51 9.92 7.11 7.66 6.84 6.42
Components
VV
USD Vanguard Large-Cap 0.27 10:58AM, Dec 11 2023 1.05 9.48 10.62 14.57 12.47 11.69 10.07 8.97
SHY
USD iShares 1-3 Year Treasury Bond -0.05 11:00AM, Dec 11 2023 0.04 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 Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

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 7.28$, with a net total return of 628.34% (6.84% annualized).
An investment of 1$, 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 13635.77$, with a net total return of 1363477.23% (6.42% annualized).

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:
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 8.70 1.78 8.51 9.92 2.29 7.11 7.66 6.42 6.84 6.42
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.12
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. 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) - - - - 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) - - - - 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 7.66 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 6.84
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 (%) 2.23 6.64 7.11 6.03 6.40 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
Swipe left to see all data
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 17.62
-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
Swipe left to see all data
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
Swipe left to see all data
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 17.62
-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$ 9.92 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$ -4.18 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$ 2.29 20.31%
5Y -7.38 03/2004
02/2009
0.68$ -1.80 0.91$ 7.11 1.40$ 13.24 1.86$ 23.36 01/1995
12/1999
2.85$ 7.11 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$ 8.04 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$ 7.66 11.62%
15Y 1.88 09/2000
08/2015
1.32$ 2.54 1.45$ 4.78 2.01$ 7.17 2.82$ 9.80 12/2008
11/2023
4.06$ 9.80 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$ 6.42 0.00%
30Y 6.84 12/1993
11/2023
7.28$ 6.84 7.28$ 6.84 7.28$ 6.84 7.28$ 6.84 12/1993
11/2023
7.28$ 6.84 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 -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
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 -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$ 9.92 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$ -4.18 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$ 2.29 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$ 7.11 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$ 8.04 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$ 7.66 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$ 9.80 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$ 6.42 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$ 6.84 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 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%
0.17
80%
2.58
80%
-0.05
60%
1.84
80%
4.03
100%
0.60
40%
-3.71
20%
2.23
60%
5.20
80%
-0.57
60%
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
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%
0.44
70%
1.57
90%
0.81
80%
1.08
80%
2.93
90%
0.46
60%
-2.00
40%
1.49
60%
3.66
90%
0.07
60%
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
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%
0.55
63%
1.27
65%
0.23
58%
0.59
56%
1.33
61%
1.08
66%
-0.17
56%
0.54
56%
1.10
63%
1.20
70%
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%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2004, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VV - Vanguard Large-Cap, up to December 2004
  • SHY - iShares 1-3 Year Treasury Bond, 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.

Swipe left to see all data
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.

Swipe left to see all data
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.