Portfolio Real Cumulative Growth
YearReal Cumulative GrowthEst. Return (SD 0)Est. Return (+1σ)Est. Return (+2σ)Est. Return (+3σ)Est. Return (−1σ)Est. Return (−2σ)Est. Return (−3σ)Diff. to Mean
197098.17%78.99%87.14%96.14%106.06%71.59%64.89%58.82%-19.54%
1971109.35%83.94%92.60%102.16%112.71%76.08%68.96%62.51%-23.24%
1972116.30%89.20%98.41%108.57%119.77%80.85%73.28%66.42%-23.30%
197394.49%94.79%104.57%115.37%127.28%85.92%77.88%70.59%0.31%
197474.24%100.73%111.13%122.60%135.26%91.30%82.76%75.01%35.67%
197589.88%107.04%118.09%130.28%143.73%97.02%87.94%79.71%19.09%
1976105.65%113.75%125.49%138.45%152.74%103.10%93.45%84.71%7.67%
1977104.91%120.88%133.36%147.12%162.31%109.56%99.31%90.02%15.22%
1978107.23%128.45%141.71%156.34%172.49%116.43%105.53%95.66%19.79%
1979110.61%136.50%150.59%166.14%183.30%123.73%112.15%101.65%23.41%
1980116.19%145.05%160.03%176.55%194.78%131.48%119.18%108.02%24.84%
1981112.08%154.15%170.06%187.62%206.99%139.72%126.64%114.79%37.53%
1982133.28%163.81%180.72%199.38%219.96%148.48%134.58%121.99%22.90%
1983152.43%174.07%192.04%211.87%233.75%157.78%143.02%129.63%14.20%
1984154.42%184.98%204.08%225.15%248.40%167.67%151.98%137.76%19.79%
1985189.97%196.57%216.87%239.26%263.96%178.18%161.50%146.39%3.48%
1986222.63%208.89%230.46%254.25%280.50%189.34%171.62%155.56%-6.17%
1987217.04%221.98%244.90%270.19%298.08%201.21%182.38%165.31%2.28%
1988238.11%235.90%260.25%287.12%316.76%213.82%193.81%175.67%-0.93%
1989263.82%250.68%276.56%305.11%336.62%227.22%205.96%186.68%-4.98%
1990235.49%266.39%293.89%324.24%357.71%241.46%218.86%198.38%13.12%
1991288.62%283.08%312.31%344.56%380.13%256.59%232.58%210.81%-1.92%
1992310.73%300.82%331.88%366.15%403.95%272.67%247.15%224.02%-3.19%
1993350.63%319.68%352.68%389.10%429.27%289.76%262.64%238.06%-8.83%
1994334.81%339.71%374.79%413.48%456.17%307.92%279.10%252.98%1.46%
1995405.26%361.00%398.27%439.39%484.76%327.22%296.59%268.84%-10.92%
1996431.65%383.63%423.23%466.93%515.14%347.72%315.18%285.69%-11.13%
1997490.87%407.67%449.76%496.19%547.42%369.52%334.94%303.59%-16.95%
1998527.62%433.22%477.94%527.29%581.73%392.67%355.93%322.62%-17.89%
1999575.40%460.36%507.90%560.33%618.19%417.28%378.23%342.83%-19.99%
2000593.91%489.22%539.73%595.45%656.93%443.43%401.93%364.32%-17.63%
2001603.43%519.88%573.55%632.77%698.10%471.22%427.12%387.15%-13.85%
2002586.54%552.46%609.49%672.42%741.85%500.75%453.89%411.42%-5.81%
2003724.02%587.08%647.69%714.56%788.34%532.14%482.34%437.20%-18.91%
2004786.15%623.87%688.28%759.34%837.74%565.49%512.57%464.60%-20.64%
2005808.13%662.97%731.42%806.93%890.25%600.92%544.69%493.71%-17.96%
2006870.79%704.52%777.25%857.50%946.04%638.58%578.82%524.66%-19.09%
2007894.57%748.67%825.97%911.24%1,005.33%678.60%615.10%557.54%-16.31%
2008755.10%795.59%877.73%968.35%1,068.33%721.13%653.65%592.48%5.36%
2009858.51%845.45%932.74%1,029.04%1,135.28%766.33%694.61%629.61%-1.52%
2010969.82%898.43%991.19%1,093.53%1,206.43%814.35%738.14%669.06%-7.36%
2011957.54%954.74%1,053.31%1,162.06%1,282.04%865.39%784.40%710.99%-0.29%
20121,041.49%1,014.57%1,119.32%1,234.88%1,362.38%919.62%833.56%755.55%-2.59%
20131,212.16%1,078.15%1,189.47%1,312.27%1,447.76%977.25%885.80%802.90%-11.06%
20141,268.44%1,145.72%1,264.01%1,394.51%1,538.49%1,038.50%941.31%853.22%-9.67%
20151,251.32%1,217.52%1,343.23%1,481.91%1,634.91%1,103.58%1,000.30%906.69%-2.70%
20161,335.14%1,293.82%1,427.41%1,574.78%1,737.37%1,172.74%1,062.99%963.51%-3.09%
20171,451.01%1,374.91%1,516.86%1,673.47%1,846.25%1,246.24%1,129.61%1,023.90%-5.24%
20181,345.64%1,461.07%1,611.92%1,778.35%1,961.96%1,324.34%1,200.40%1,088.06%8.58%
20191,528.06%1,552.64%1,712.94%1,889.80%2,084.91%1,407.34%1,275.63%1,156.25%1.61%
20201,705.21%1,649.94%1,820.29%2,008.23%2,215.57%1,495.53%1,355.58%1,228.72%-3.24%
20211,768.15%1,753.34%1,934.37%2,134.09%2,354.42%1,589.26%1,440.53%1,305.72%-0.84%
20221,417.11%1,863.23%2,055.60%2,267.83%2,501.97%1,688.86%1,530.81%1,387.55%31.48%
20231,524.61%1,979.99%2,184.42%2,409.95%2,658.77%1,794.70%1,626.74%1,474.51%29.87%
20241,603.63%2,104.08%2,321.32%2,560.99%2,825.40%1,907.17%1,728.69%1,566.91%31.21%
20251,762.79%2,235.94%2,466.80%2,721.48%3,002.46%2,026.69%1,837.03%1,665.11%26.84%
20261,866.03%2,376.07%2,621.39%2,892.04%3,190.63%2,153.71%1,952.16%1,769.46%27.33%
20272,524.98%2,785.67%3,073.28%3,390.59%2,288.68%2,074.50%1,880.36%35.31%
20282,683.22%2,960.25%3,265.88%3,603.07%2,432.11%2,204.51%1,998.20%19.91%
20292,851.37%3,145.77%3,470.56%3,828.88%2,584.53%2,342.66%2,123.43%15.18%
20303,030.07%3,342.91%3,688.06%4,068.83%2,746.50%2,489.48%2,256.50%12.88%
20313,219.96%3,552.41%3,919.19%4,323.83%2,918.63%2,645.49%2,397.92%11.53%
20323,421.76%3,775.04%4,164.80%4,594.80%3,101.54%2,811.28%2,548.19%10.63%
20333,636.20%4,011.63%4,425.81%4,882.76%3,295.91%2,987.47%2,707.89%10.00%
20343,864.08%4,263.03%4,703.18%5,188.76%3,502.47%3,174.69%2,877.59%9.53%
20354,106.24%4,530.20%4,997.92%5,513.94%3,721.97%3,373.65%3,057.93%9.16%
20364,363.58%4,814.11%5,311.14%5,859.50%3,955.22%3,585.08%3,249.57%8.87%
20374,637.05%5,115.80%5,643.99%6,226.71%4,203.09%3,809.75%3,453.22%8.63%
20384,927.65%5,436.41%5,997.70%6,616.94%4,466.50%4,048.51%3,669.63%8.43%
20395,236.47%5,777.11%6,373.58%7,031.62%4,746.42%4,302.23%3,899.61%8.26%
20405,564.64%6,139.16%6,773.01%7,472.29%5,043.88%4,571.85%4,144.00%8.12%
20415,913.37%6,523.90%7,197.47%7,940.58%5,359.98%4,858.37%4,403.70%7.99%
20426,283.96%6,932.76%7,648.54%8,438.22%5,695.88%5,162.84%4,679.68%7.88%
20436,677.78%7,367.23%8,127.87%8,967.04%6,052.85%5,486.40%4,972.96%7.79%
20447,096.27%7,828.94%8,637.24%9,529.01%6,432.18%5,830.23%5,284.61%7.70%
20457,541.00%8,319.58%9,178.54%10,126.19%6,835.28%6,195.61%5,615.80%7.63%
20468,013.59%8,840.96%9,753.76%10,760.80%7,263.65%6,583.89%5,967.74%7.56%
20478,515.80%9,395.03%10,365.03%11,435.17%7,718.86%6,996.50%6,341.74%7.50%
20489,049.49%9,983.81%11,014.60%12,151.82%8,202.60%7,434.97%6,739.18%7.44%
20499,616.62%10,609.50%11,704.89%12,913.37%8,716.66%7,900.92%7,161.52%7.39%
205010,219.29%11,274.39%12,438.43%13,722.65%9,262.93%8,396.07%7,610.33%7.34%
205110,859.74%11,980.96%13,217.95%14,582.65%9,843.44%8,922.25%8,087.27%7.30%
205211,540.31%12,731.81%14,046.32%15,496.54%10,460.33%9,481.41%8,594.10%7.26%
205312,263.55%13,529.71%14,926.60%16,467.71%11,115.87%10,075.61%9,132.69%7.22%
205413,032.10%14,377.61%15,862.05%17,499.74%11,812.51%10,707.05%9,705.04%7.19%
205513,848.82%15,278.66%16,856.12%18,596.45%12,552.80%11,378.06%10,313.25%7.16%
205614,716.73%16,236.17%17,912.49%19,761.89%13,339.48%12,091.12%10,959.58%7.13%
Portfolio Draw Down
YearNominal DrawdownReal Drawdown
1970-0.00%-1.83%
1971-0.00%-0.00%
1972-0.00%-0.00%
1973-11.68%-18.75%
1974-22.04%-36.16%
1975-0.00%-22.72%
1976-0.00%-9.16%
1977-0.00%-9.79%
1978-0.00%-7.80%
1979-0.00%-4.89%
1980-0.00%-0.09%
1981-0.00%-3.63%
1982-0.00%-0.00%
1983-0.00%-0.00%
1984-0.00%-0.00%
1985-0.00%-0.00%
1986-0.00%-0.00%
1987-0.00%-2.51%
1988-0.00%-0.00%
1989-0.00%-0.00%
1990-5.29%-10.74%
1991-0.00%-0.00%
1992-0.00%-0.00%
1993-0.00%-0.00%
1994-1.96%-4.51%
1995-0.00%-0.00%
1996-0.00%-0.00%
1997-0.00%-0.00%
1998-0.00%-0.00%
1999-0.00%-0.00%
2000-0.00%-0.00%
2001-0.00%-0.00%
2002-0.49%-2.80%
2003-0.00%-0.00%
2004-0.00%-0.00%
2005-0.00%-0.00%
2006-0.00%-0.00%
2007-0.00%-0.00%
2008-15.51%-15.59%
2009-1.33%-4.03%
2010-0.00%-0.00%
2011-0.00%-1.27%
2012-0.00%-0.00%
2013-0.00%-0.00%
2014-0.00%-0.00%
2015-0.63%-1.35%
2016-0.00%-0.00%
2017-0.00%-0.00%
2018-5.49%-7.26%
2019-0.00%-0.00%
2020-0.00%-0.00%
2021-0.00%-0.00%
2022-14.68%-19.85%
2023-5.14%-13.77%
2024-0.00%-9.30%
2025-0.00%-0.30%
2026-0.00%-0.00%
Portfolio 20 Year Stats
YearAnnualized Real ReturnMWR 20yrP-MWR 20yr
19704.97%5.98%3.72%
19714.47%6.33%3.69%
19724.97%5.90%3.67%
19735.04%5.76%3.60%
19746.78%7.35%5.37%
19757.82%9.89%7.70%
19767.82%8.85%6.89%
19777.29%8.09%6.11%
19788.02%8.68%6.82%
19798.29%9.11%7.26%
19808.59%9.52%7.69%
19818.50%9.82%7.90%
19828.78%11.05%9.00%
19837.69%10.21%7.89%
19848.10%9.70%7.65%
19858.48%10.36%8.33%
19867.51%9.19%7.03%
19877.06%8.44%6.28%
19887.34%9.23%6.99%
19895.94%9.05%6.20%
19906.08%8.71%6.03%
19917.33%10.38%7.86%
19926.18%9.19%6.42%
19936.23%9.12%6.40%
19946.40%8.64%6.14%
19956.89%9.64%7.09%
19965.80%8.57%5.79%
19975.81%8.54%5.78%
19985.57%7.97%5.27%
19994.79%7.83%4.76%
20005.00%7.54%4.70%
20015.42%7.66%4.99%
20025.52%7.94%5.23%
20034.51%8.62%5.05%
20043.79%7.35%3.86%
20053.63%7.04%3.59%
20063.98%7.11%3.85%
20073.88%6.86%3.66%
Portfolio 30 Year Stats
YearAnnualized Real ReturnSWR 30yrP-SWR 30yr
19706.01%5.09%4.21%
19716.18%5.42%4.52%
19725.86%5.09%4.17%
19735.54%5.00%4.00%
19747.02%6.40%5.57%
19758.18%8.63%7.82%
19767.60%7.74%6.88%
19777.28%7.07%6.21%
19787.41%7.59%6.70%
19796.72%7.96%6.83%
19807.07%8.28%7.21%
19817.33%8.49%7.48%
19827.41%9.52%8.40%
19837.09%8.74%7.62%
19847.16%8.27%7.23%
19857.27%8.80%7.73%
19866.49%7.75%6.57%
19876.15%7.08%5.90%
19886.54%7.72%6.56%
19895.94%7.53%6.20%
19906.03%7.24%5.99%
19916.82%8.63%7.44%
19926.23%7.61%6.37%
19935.19%7.55%5.89%
19945.02%7.11%5.47%
19955.36%7.87%6.23%
19965.02%6.94%5.34%
19975.00%6.88%5.29%
Portfolio Weights
YearVTSAXVIMAXVTMSXBRSIXVTIAXVFIUXVFIRX
197011.00%11.00%11.00%11.00%11.00%40.00%5.00%
197111.00%11.00%11.00%11.00%11.00%40.00%5.00%
197211.00%11.00%11.00%11.00%11.00%40.00%5.00%
197311.00%11.00%11.00%11.00%11.00%40.00%5.00%
197411.00%11.00%11.00%11.00%11.00%40.00%5.00%
197511.00%11.00%11.00%11.00%11.00%40.00%5.00%
197611.00%11.00%11.00%11.00%11.00%40.00%5.00%
197711.00%11.00%11.00%11.00%11.00%40.00%5.00%
197811.00%11.00%11.00%11.00%11.00%40.00%5.00%
197911.00%11.00%11.00%11.00%11.00%40.00%5.00%
198011.00%11.00%11.00%11.00%11.00%40.00%5.00%
198111.00%11.00%11.00%11.00%11.00%40.00%5.00%
198211.00%11.00%11.00%11.00%11.00%40.00%5.00%
198311.00%11.00%11.00%11.00%11.00%40.00%5.00%
198411.00%11.00%11.00%11.00%11.00%40.00%5.00%
198511.00%11.00%11.00%11.00%11.00%40.00%5.00%
198611.00%11.00%11.00%11.00%11.00%40.00%5.00%
198711.00%11.00%11.00%11.00%11.00%40.00%5.00%
198811.00%11.00%11.00%11.00%11.00%40.00%5.00%
198911.00%11.00%11.00%11.00%11.00%40.00%5.00%
199011.00%11.00%11.00%11.00%11.00%40.00%5.00%
199111.00%11.00%11.00%11.00%11.00%40.00%5.00%
199211.00%11.00%11.00%11.00%11.00%40.00%5.00%
199311.00%11.00%11.00%11.00%11.00%40.00%5.00%
199411.00%11.00%11.00%11.00%11.00%40.00%5.00%
199511.00%11.00%11.00%11.00%11.00%40.00%5.00%
199611.00%11.00%11.00%11.00%11.00%40.00%5.00%
199711.00%11.00%11.00%11.00%11.00%40.00%5.00%
199811.00%11.00%11.00%11.00%11.00%40.00%5.00%
199911.00%11.00%11.00%11.00%11.00%40.00%5.00%
200011.00%11.00%11.00%11.00%11.00%40.00%5.00%
200111.00%11.00%11.00%11.00%11.00%40.00%5.00%
200211.00%11.00%11.00%11.00%11.00%40.00%5.00%
200311.00%11.00%11.00%11.00%11.00%40.00%5.00%
200411.00%11.00%11.00%11.00%11.00%40.00%5.00%
200511.00%11.00%11.00%11.00%11.00%40.00%5.00%
200611.00%11.00%11.00%11.00%11.00%40.00%5.00%
200711.00%11.00%11.00%11.00%11.00%40.00%5.00%
200811.00%11.00%11.00%11.00%11.00%40.00%5.00%
200911.00%11.00%11.00%11.00%11.00%40.00%5.00%
201011.00%11.00%11.00%11.00%11.00%40.00%5.00%
201111.00%11.00%11.00%11.00%11.00%40.00%5.00%
201211.00%11.00%11.00%11.00%11.00%40.00%5.00%
201311.00%11.00%11.00%11.00%11.00%40.00%5.00%
201411.00%11.00%11.00%11.00%11.00%40.00%5.00%
201511.00%11.00%11.00%11.00%11.00%40.00%5.00%
201611.00%11.00%11.00%11.00%11.00%40.00%5.00%
201711.00%11.00%11.00%11.00%11.00%40.00%5.00%
201811.00%11.00%11.00%11.00%11.00%40.00%5.00%
201911.00%11.00%11.00%11.00%11.00%40.00%5.00%
202011.00%11.00%11.00%11.00%11.00%40.00%5.00%
202111.00%11.00%11.00%11.00%11.00%40.00%5.00%
202211.00%11.00%11.00%11.00%11.00%40.00%5.00%
202311.00%11.00%11.00%11.00%11.00%40.00%5.00%
202411.00%11.00%11.00%11.00%11.00%40.00%5.00%
202511.00%11.00%11.00%11.00%11.00%40.00%5.00%
202611.00%11.00%11.00%11.00%11.00%40.00%5.00%
Name:Bill Bengen 4.7% SWR model portfolio
TickerWeight
VTSAX11.00%
VIMAX11.00%
VTMSX11.00%
BRSIX11.00%
VTIAX11.00%
VFIUX40.00%
VFIRX5.00%
Total Weight100.00%
MetricNominalReal
Annual Return9.37%5.27%
StdDev10.15%10.32%
Skewness
-0.0708-0.0905
Kurtosis
0.39740.6357
Sharpe Ratio0.5298
Estimated Return6.27%
Max Draw Down-22.04%-36.16%
+1StdDev
+2StdDev
+3StdDev
-1StdDev
-2StdDev
-3StdDev
Estimated Mean
Diff to Mean
Real Cumulative Growth
VTSAX
VIMAX
VTMSX
BRSIX
VTIAX
VFIUX
VFIRX
Nominal
Real
Rolling 20 year real return
Max Withdrawal Rate 20
Permanent Max Withdrawal Rate 20
Rolling 30 year real return
Max Withdrawal Rate 30
Permanent Max Withdrawal Rate 30