Warren Buffett Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - March 2025 (~154 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1871)
Inflation Adjusted:
Warren Buffett Portfolio
1.00$
Initial Capital
April 1995
17.02$
Final Capital
March 2025
9.91%
Yearly Return
13.71%
Std Deviation
-45.52%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
April 1995
8.05$
Final Capital
March 2025
7.20%
Yearly Return
13.71%
Std Deviation
-47.08%
Max Drawdown
149months
Recovery Period
1.00$
Initial Capital
January 1871
415.2K$
Final Capital
March 2025
8.75%
Yearly Return
14.82%
Std Deviation
-79.29%
Max Drawdown
178months
Recovery Period
1.00$
Initial Capital
January 1871
16.2K$
Final Capital
March 2025
6.49%
Yearly Return
14.82%
Std Deviation
-73.85%
Max Drawdown
86months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
April 1995
8.88$
Final Capital
March 2025
7.55%
Yearly Return
7.47%
Std Deviation
-20.58%
Max Drawdown
39months*
Recovery Period
* in progress
1.00$
Initial Capital
April 1995
4.20$
Final Capital
March 2025
4.90%
Yearly Return
7.47%
Std Deviation
-27.85%
Max Drawdown
43months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
12.7K$
Final Capital
March 2025
6.32%
Yearly Return
6.56%
Std Deviation
-37.02%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 1871
497.39$
Final Capital
March 2025
4.11%
Yearly Return
6.56%
Std Deviation
-47.73%
Max Drawdown
124months
Recovery Period

As of March 2025, in the previous 30 Years, the Warren Buffett Portfolio obtained a 9.91% compound annual return, with a 13.71% standard deviation. It suffered a maximum drawdown of -45.52% that required 42 months to be recovered.

As of March 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.55% compound annual return, with a 7.47% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 39 months and is still in progress.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Warren Buffett Portfolio
Weight
(%)		 ETF
Ticker		 Name
90.00
VV
Vanguard Large-Cap
10.00
SHY
iShares 1-3 Year Treasury Bond
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of Mar 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1871 - 31 March 2025 (~154 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_warren_buffett.webp Warren Buffett Portfolio
Warren Buffett 		-3.78 -5.16 -1.37 8.40 16.75 11.36 9.91 8.75
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.76 -1.21 -0.34 6.84 3.90 4.73 7.55 6.32
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Warren Buffett Portfolio: an investment of 1$, since April 1995, now would be worth 17.02$, with a total return of 1601.84% (9.91% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1995, now would be worth 8.88$, with a total return of 788.32% (7.55% annualized).


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Warren Buffett Portfolio: an investment of 1$, since January 1871, now would be worth 415213.82$, with a total return of 41521281.63% (8.75% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 12743.16$, with a total return of 1274216.49% (6.32% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1871 - 31 March 2025 (~154 years)
Swipe left to see all data
Warren Buffett Portfolio All Weather Portfolio
Author Warren Buffett Ray Dalio
ASSET ALLOCATION
Stocks 90% 30%
Fixed Income 10% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.40 6.84
Infl. Adjusted Return (%) 5.87 4.35
DRAWDOWN
Deepest Drawdown Depth (%) -6.34 -3.73
Start to Recovery (months) 2* 3
Longest Drawdown Depth (%) -6.34 -3.73
Start to Recovery (months) 2* 3
Longest Negative Period (months) 6* 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.13 8.19
Sharpe Ratio 0.31 0.24
Sortino Ratio 0.42 0.29
Ulcer Index 2.16 1.65
Ratio: Return / Standard Deviation 0.76 0.84
Ratio: Return / Deepest Drawdown 1.33 1.84
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Warren Buffett Portfolio All Weather Portfolio
Author Warren Buffett Ray Dalio
ASSET ALLOCATION
Stocks 90% 30%
Fixed Income 10% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 16.75 3.90
Infl. Adjusted Return (%) 11.86 -0.45
DRAWDOWN
Deepest Drawdown Depth (%) -23.08 -20.58
Start to Recovery (months) 24 39*
Longest Drawdown Depth (%) -23.08 -20.58
Start to Recovery (months) 24 39*
Longest Negative Period (months) 28 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.34 10.47
Sharpe Ratio 0.93 0.14
Sortino Ratio 1.26 0.19
Ulcer Index 7.92 9.54
Ratio: Return / Standard Deviation 1.09 0.37
Ratio: Return / Deepest Drawdown 0.73 0.19
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Warren Buffett Portfolio All Weather Portfolio
Author Warren Buffett Ray Dalio
ASSET ALLOCATION
Stocks 90% 30%
Fixed Income 10% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 11.36 4.73
Infl. Adjusted Return (%) 8.03 1.60
DRAWDOWN
Deepest Drawdown Depth (%) -23.08 -20.58
Start to Recovery (months) 24 39*
Longest Drawdown Depth (%) -23.08 -20.58
Start to Recovery (months) 24 39*
Longest Negative Period (months) 28 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.92 8.46
Sharpe Ratio 0.69 0.36
Sortino Ratio 0.92 0.49
Ulcer Index 6.32 6.99
Ratio: Return / Standard Deviation 0.82 0.56
Ratio: Return / Deepest Drawdown 0.49 0.23
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Warren Buffett Portfolio All Weather Portfolio
Author Warren Buffett Ray Dalio
ASSET ALLOCATION
Stocks 90% 30%
Fixed Income 10% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.91 7.55
Infl. Adjusted Return (%) 7.20 4.90
DRAWDOWN
Deepest Drawdown Depth (%) -45.52 -20.58
Start to Recovery (months) 42 39*
Longest Drawdown Depth (%) -39.67 -20.58
Start to Recovery (months) 73 39*
Longest Negative Period (months) 132 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.71 7.47
Sharpe Ratio 0.56 0.70
Sortino Ratio 0.73 0.95
Ulcer Index 12.59 4.45
Ratio: Return / Standard Deviation 0.72 1.01
Ratio: Return / Deepest Drawdown 0.22 0.37
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Warren Buffett Portfolio All Weather Portfolio
Author Warren Buffett Ray Dalio
ASSET ALLOCATION
Stocks 90% 30%
Fixed Income 10% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.75 6.32
Infl. Adjusted Return (%) 6.49 4.11
DRAWDOWN
Deepest Drawdown Depth (%) -79.29 -37.02
Start to Recovery (months) 178 68
Longest Drawdown Depth (%) -79.29 -37.02
Start to Recovery (months) 178 68
Longest Negative Period (months) 181 84
RISK INDICATORS
Standard Deviation (%) 14.82 6.56
Sharpe Ratio 0.32 0.35
Sortino Ratio 0.45 0.50
Ulcer Index 15.58 4.58
Ratio: Return / Standard Deviation 0.59 0.96
Ratio: Return / Deepest Drawdown 0.11 0.17
Metrics calculated over the period 1 January 1871 - 31 March 2025
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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.

DRAWDOWN COMPARISON
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1871 - 31 March 2025 (~154 years)

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Warren Buffett Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.52 42 Nov 2007
Apr 2011
-39.67 73 Sep 2000
Sep 2006
-23.08 24 Jan 2022
Dec 2023
-20.58 39* Jan 2022
In progress
-17.49 6 Feb 2020
Jul 2020
-15.04 10 May 2011
Feb 2012
-13.83 5 Jul 1998
Nov 1998
-12.09 7 Oct 2018
Apr 2019
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-7.73 10 Aug 2015
May 2016
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.34 2* Feb 2025
In progress
-6.10 3 Jan 2000
Mar 2000

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Warren Buffett Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-79.29 178 Sep 1929
Jun 1944
-45.52 42 Nov 2007
Apr 2011
-40.52 42 Jan 1973
Jun 1976
-39.67 73 Sep 2000
Sep 2006
-37.02 68 Sep 1929
Apr 1935
-30.50 37 Apr 1876
Apr 1879
-30.14 26 Oct 1906
Nov 1908
-27.35 21 Sep 1987
May 1989
-26.19 28 Dec 1968
Mar 1971
-25.03 29 Dec 1916
Apr 1919
-23.47 30 Nov 1919
Apr 1922
-23.10 26 Oct 1902
Nov 1904
-23.08 24 Jan 2022
Dec 2023
-22.56 55 Feb 1893
Aug 1897
-21.96 34 Nov 1912
Aug 1915

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 31 March 2025 (~154 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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.

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Warren Buffett Portfolio All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -3.78 -6.34 2.76 -1.21
2024
 23.12 -3.67 6.36 -3.73
2023
 24.86 -7.55 9.95 -9.25
2022
 -18.29 -23.08 -18.39 -20.58
2021
 24.59 -4.32 8.27 -3.74
2020
 19.19 -17.49 15.88 -3.68
2019
 28.46 -5.73 17.93 -0.83
2018
 -3.84 -12.09 -3.02 -4.71
2017
 19.83 0.00 11.55 -0.49
2016
 10.69 -4.87 6.50 -6.42
2015
 0.96 -7.73 -3.23 -6.66
2014
 12.08 -2.97 12.89 -2.52
2013
 29.44 -2.62 1.71 -5.29
2012
 14.59 -6.10 7.02 -1.33
2011
 1.43 -15.04 15.64 -2.00
2010
 14.55 -11.71 12.88 -0.69
2009
 24.66 -16.03 2.71 -11.57
2008
 -32.35 -33.45 2.38 -11.38
2007
 6.30 -4.37 11.88 -1.20
2006
 14.32 -2.48 6.93 -1.71
2005
 5.58 -3.97 8.55 -2.99
2004
 9.73 -2.96 9.41 -4.76
2003
 25.87 -3.66 13.96 -4.74
2002
 -19.13 -24.82 7.77 -1.56
2001
 -10.04 -20.31 -2.77 -4.61
2000
 -7.27 -11.55 10.15 -2.26
1999
 19.15 -5.59 6.28 -3.79
1998
 26.49 -13.83 11.05 -4.83
1997
 30.52 -5.15 13.54 -2.89
1996
 21.03 -3.99 8.27 -2.11
1995
 34.91 -0.25 27.44 0.00
1994
 1.01 -6.47 -3.28 -6.83
1993
 9.53 -2.10 12.02 -1.98
1992
 7.36 -2.36 6.76 -2.23
1991
 28.35 -4.14 17.98 -1.86
1990
 -2.00 -12.77 3.85 -5.51
1989
 29.38 -2.30 20.45 -1.14
1988
 15.17 -3.40 10.59 -1.93
1987
 4.71 -27.35 3.47 -8.78
1986
 17.29 -7.59 20.56 -3.75
1985
 29.49 -3.46 28.68 -2.13
1984
 6.99 -6.07 8.03 -6.61
1983
 19.96 -3.02 7.06 -3.16
1982
 21.09 -7.70 31.65 -3.13
1981
 -3.26 -10.93 -3.74 -11.76
1980
 29.60 -8.82 10.35 -10.89
1979
 17.05 -6.17 19.26 -6.57
1978
 5.62 -8.58 7.24 -3.43
1977
 -6.77 -10.10 2.14 -2.83
1976
 22.58 -1.97 15.78 -1.12
1975
 34.14 -11.01 12.93 -5.16
1974
 -23.54 -30.75 1.78 -11.04
1973
 -14.10 -15.10 6.67 -2.66
1972
 17.45 -1.74 14.50 0.00
1971
 13.67 -7.10 14.60 -3.81
1970
 4.95 -17.25 10.73 -7.59
1969
 -7.28 -9.56 -7.07 -8.33
1968
 10.36 -5.60 5.61 -2.31
1967
 21.92 -4.49 4.93 -2.43
1966
 -8.57 -14.09 -0.21 -6.05
1965
 11.37 -4.53 4.08 -1.14
1964
 15.12 -1.23 7.34 -0.33
1963
 20.68 -2.38 6.73 -1.03
1962
 -7.50 -19.86 0.34 -6.12
1961
 24.37 -2.49 7.57 -1.53
1960
 1.29 -6.95 8.59 -1.47
1959
 10.87 -5.10 1.91 -2.83
1958
 39.17 -1.46 9.85 -0.95
1957
 -9.21 -12.91 1.56 -3.70
1956
 6.10 -6.96 0.45 -3.72
1955
 28.33 -2.43 6.44 -0.66
1954
 47.42 -2.78 17.99 -1.18
1953
 -0.68 -8.07 0.83 -4.42
1952
 16.84 -3.31 4.21 -1.76
1951
 22.18 -4.95 4.78 -2.55
1950
 27.56 -4.82 9.14 -1.91
1949
 16.43 -4.20 8.58 -0.97
1948
 4.72 -9.37 1.89 -3.09
1947
 4.83 -5.40 1.53 -1.94
1946
 -7.24 -19.89 -0.92 -7.07
1945
 32.94 -3.82 15.78 -0.88
1944
 17.83 -1.51 7.97 -0.39
1943
 23.35 -8.12 9.97 -2.77
1942
 19.04 -10.12 6.45 -3.58
1941
 -10.47 -12.57 -1.20 -4.99
1940
 -8.93 -21.91 1.87 -7.70
1939
 -0.71 -14.33 2.79 -3.74
1938
 30.06 -22.24 10.37 -7.91
1937
 -31.63 -35.23 -10.07 -12.18
1936
 29.65 -6.77 14.42 -2.08
1935
 42.64 -8.74 16.55 -1.39
1934
 -1.85 -18.67 8.27 -3.11
1933
 47.84 -17.61 23.55 -7.04
1932
 -7.22 -40.36 5.54 -10.85
1931
 -39.39 -47.83 -17.79 -21.07
1930
 -22.03 -33.22 -5.90 -10.68
1929
 -7.44 -30.51 -1.20 -10.34
1928
 39.15 -3.41 11.11 -1.64
1927
 33.87 -3.63 14.04 -1.26
1926
 10.43 -8.30 6.53 -2.18
1925
 26.87 -5.61 10.80 -1.86
1924
 23.76 -3.57 13.10 -0.48
1923
 4.17 -12.09 4.44 -3.38
1922
 25.52 -4.09 12.65 -1.45
1921
 14.22 -7.26 9.83 -2.12
1920
 -17.37 -17.55 -5.55 -5.68
1919
 19.03 -6.76 5.81 -2.69
1918
 23.53 -2.81 7.85 -0.84
1917
 -22.57 -22.57 -7.65 -7.65
1916
 8.31 -3.17 7.39 -0.65
1915
 32.47 -1.72 14.08 -0.61
1914
 -2.69 -16.94 0.88 -4.99
1913
 -8.10 -9.68 -0.05 -2.01
1912
 7.42 -3.53 3.48 -1.15
1911
 5.58 -8.31 3.28 -2.93
1910
 -6.56 -12.23 0.15 -3.13
1909
 17.29 -2.20 6.57 -0.53
1908
 41.02 -2.76 16.74 -0.51
1907
 -26.28 -29.55 -8.40 -8.70
1906
 6.52 -5.84 0.59 -3.33
1905
 17.87 -5.03 7.83 -1.78
1904
 28.41 -2.12 12.56 -0.84
1903
 -12.70 -20.83 -4.67 -7.60
1902
 4.74 -7.42 3.24 -2.40
1901
 24.93 -5.95 6.47 -2.76
1900
 10.87 -6.21 8.45 -1.38
1899
 8.97 -5.80 2.72 -2.13
1898
 21.34 -5.52 11.99 -4.26
1897
 15.72 -5.41 9.70 -0.85
1896
 2.13 -11.61 2.87 -5.53
1895
 4.21 -8.87 2.80 -4.23
1894
 2.30 -5.30 4.58 -1.05
1893
 -13.61 -22.56 -4.72 -9.21
1892
 5.62 -2.01 3.45 -0.93
1891
 21.07 -2.84 7.45 -2.60
1890
 -8.74 -14.28 -1.50 -4.15
1889
 7.15 -2.07 5.38 -0.71
1888
 2.28 -3.19 4.41 -1.57
1887
 -1.95 -9.29 -0.36 -4.08
1886
 11.65 -3.90 5.02 -1.39
1885
 24.10 -1.67 11.99 -0.98
1884
 -11.59 -13.08 -1.97 -5.63
1883
 -2.16 -5.03 0.14 -2.08
1882
 2.42 -5.39 3.24 -1.91
1881
 7.13 -5.89 3.46 -3.20
1880
 22.34 -8.26 12.13 -2.30
1879
 44.89 -0.91 17.34 -0.47
1878
 10.78 -1.28 7.44 -0.16
1877
 -3.06 -18.64 1.94 -4.81
1876
 -10.41 -14.59 -0.20 -3.96
1875
 2.65 -4.05 7.61 -1.41
1874
 9.72 -4.25 7.35 -1.45
1873
 -5.05 -15.65 1.49 -7.70
1872
 12.20 -2.37 5.32 -2.48
1871
 11.39 -4.36 8.01 -1.75
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