Portfolio Simulation
Explore how an investment scenario would have performed using historical data.
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Commonly used scenarios
Portfolio Simulation
How a portfolio would have performed with regular purchases over time (historical).
RunDays underwater
How many trading days the stock was below your purchase price (total and longest streak).
RunLump sum vs DCA
Same total invested: one lump sum at start vs regular purchases (historical comparison).
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60/40 rebalanced annually
60% stocks / 40% bonds rebalanced once per year (historical result).
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4% withdrawal rule
How long a portfolio would have lasted with a 4% annual withdrawal (historical).
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DCA vs lump sum (10 years)
DCA vs lump sum over a 10-year period (backtest).
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Browse by analysis type
Choose a category to see related scenarios.
Time-horizon behavior
How regular or one-time investments would have performed over time (historical).
Downturn behavior
Drawdowns, recovery time, and volatility (historical).
Volatility response
How rebalancing rules would have affected outcomes (historical).
Cash-flow outcomes
Dividends, yield, and income scenarios (historical).
Strategy comparisons
Compare two or more strategies side by side (historical).
Asset allocation
Different stock/bond/cash mixes (historical results).
All scenarios
DCA: Bought fixed shares monthly
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DCA: Bought fixed dollars monthly
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DCA: Bought fixed dollars weekly
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DCA: Bought fixed dollars every two weeks
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DCA: Bought on the 1st of each month
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DCA: Bought on the 15th of each month
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DCA: Bought on the last trading day of each month
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DCA: Which day of the month would have performed best (backtest)
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DCA: One share bought per month
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DCA: $100 per month for 20 years (historical result)
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Lump sum: Single amount invested at start
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Lump sum vs DCA: Same total invested (historical comparison)
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What would have happened if invested at the market peak
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What would have happened if invested at the market bottom
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Lump sum at start of year vs end of year (historical)
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Which month would have been best for a lump sum (historical)
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Which month would have been worst for a lump sum (historical)
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$10,000 invested once vs $50/month for 20 years (historical)
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Lump sum in S&P 500 vs DCA over 12 months (historical)
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"Waited for a 10% pullback" then invested (backtest)
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Portfolio rebalanced annually
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Portfolio rebalanced when allocation drifted 5%
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Portfolio rebalanced when allocation drifted 10%
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Portfolio rebalanced quarterly
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Portfolio rebalanced semiannually
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Portfolio rebalanced monthly
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60/40 portfolio rebalanced annually
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70/30 portfolio rebalanced when drift exceeded 5%
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Equal-weight portfolio rebalanced annually
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Never rebalanced vs rebalanced annually (historical comparison)
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100% S&P 500 (historical result)
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60% stocks / 40% bonds (historical result)
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70/30 stocks/bonds (historical result)
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80/20 stocks/bonds (historical result)
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50/50 stocks/bonds (historical result)
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Three-fund (US stock / int'l stock / bond) (historical result)
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90% stocks / 10% cash (historical result)
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All-stock vs 60/40 over the same period
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60/30/10 (stocks/bonds/gold) (historical result)
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Sector tilt: Overweight tech vs market weight (historical)
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DCA vs lump sum over 10 years (backtest)
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Buy & hold vs annual rebalance (historical)
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Monthly DCA vs weekly DCA, same dollars per year (historical)
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Buying at open vs close each month (historical)
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"DCA the dip": Extra buy when down 5% (backtest)
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Value averaging (target growth path) (backtest)
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DCA with rebalancing vs DCA only (historical)
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Fixed shares vs fixed dollars over 20 years (historical)
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Same strategy starting in 2000 vs 2010
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SPY vs QQQ with the same DCA schedule (historical)
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Total return (with dividends) vs price-only (historical)
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Dividends reinvested vs not reinvested (historical)
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Dividends spent vs reinvested (historical)
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How much would have been needed for $500/month in dividends (historical)
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Yield on cost over 20 years (historical)
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Days underwater: How many trading days below purchase price (historical)
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Max drawdown during 2008 (historical)
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Worst 12-month period in the strategy (historical)
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Time to recover from a 20% drawdown (historical)
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Volatility (annual) of the portfolio (historical)
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Best and worst 5-year rolling returns (historical)
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"Sell in May and go away" (historical backtest)
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January-only investing (historical backtest)
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Invested only in Oct–Dec (historical backtest)
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September excluded (historical backtest)
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"Best 6 months" (e.g. Nov–Apr) (historical backtest)
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Invested at start of month vs end of month (historical)
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Invested on 1st and 15th (historical)
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Front-loaded: Full amount in January (historical)
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Spread evenly over 12 months (historical)
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Back-loaded: Full amount in December (historical)
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DCA into 5 stocks equally (historical)
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DCA into S&P 500 + international (historical)
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Started 100% stock, added bonds over time (historical)
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Equal-weight S&P 500, rebalanced (historical)
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Sector rotation: Top 3 sectors each year (historical)
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4% rule: How long it would have lasted (historical)
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$50,000/year withdrawn from portfolio (historical)
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Bucket strategy: 3 years cash, rest invested (historical)
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4% vs 3% withdrawal over 30 years (historical)
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Withdrawals starting in 2000 vs 2010 (historical)
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What would have happened if bought at the 2020 low
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What would have happened if bought at the 2009 low
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Return if the best 10 days were missed (historical)
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Return if the worst 10 days were missed (historical)
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Invested only in "down" months (historical)
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Doubled down when down 10% (backtest)
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What $1,000 in 1990 would have become (historical)
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Same strategy, start in 1985 vs 1995 vs 2005
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Inflation-adjusted return over 20 years (historical)
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Nominal vs real (inflation-adjusted) growth (historical)
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Strategy vs S&P 500 (historical comparison)
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Portfolio vs 60/40 benchmark (historical)
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Large cap vs small cap over the same period
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US only vs US + international (historical)
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Growth vs value with same DCA (historical)
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"Coffee can": Bought once, never sold (historical)
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Invested only in years the market was down (historical)
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Doubled contribution after a 20% drop (backtest)
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$1 per day for 30 years (historical)
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Birthday rule: Bought on the same calendar day each year (historical)
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💡 How It Works
Our simulated scenario calculators use historical stock market data to simulate investment strategies. You can explore different "what-if" scenarios to understand how various investment approaches would have performed over time.
⚠️ Important: These are historical simulations only. Past performance does not guarantee future results. This tool is for educational and informational purposes only.