Side-by-side comparison

Compare investment strategies

Bogleheads Three-Fund Portfolio vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Composite, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

8.3%Best

0.0%

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103.1%

9.8%Best

11.4%

1.04

6.66Best

-14.1%

-1.6%Best

Fee

1.00%

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Each source uses its own scale

2.58(0-5 (Quantbase))

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Inception

2021-09-19

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Holdings

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82%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Bogleheads Three-Fund PortfolioCompositeup 48.3%
S&P 500 ETFup 79.1%

No published history to chart: Weekly Momentum Allocator: ETFs, Blue Chips and Growth.

Every published figureShow 38 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

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equities

Returns

Annual return (Quantbase data field) (basis not stated)

9.76%

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Backtest end date (Quantbase data field)

2022-12-01

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Return since chart start (cumulative) (client composite)

55.32%

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Return, out-of-sample period (annualized) (out-of-sample)

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103.09%

Return, out-of-sample period (cumulative) (out-of-sample)

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4.90%

Return, rolling 1 year (client composite)

8.32%

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Return, trailing 1 month (out-of-sample)

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-4.41%

Return, trailing 1 year (out-of-sample)

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0.00%

Return, trailing 3 months (out-of-sample)

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0.00%

Cost & access

Brokerage / custodian

Alpaca

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Management / advisory fee

1.00%

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Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

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64.30

Daily volatility over the chart range (client composite)

0.62%

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Max drawdown (Quantbase data field) (basis not stated)

-16.75%

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Max drawdown over the chart range (client composite)

-14.14%

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Maximum drawdown, out-of-sample period (out-of-sample)

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-1.60%

Monthly volatility over the chart range (client composite)

2.90%

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Sharpe ratio (Quantbase data field) (basis not stated)

2.69

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Sharpe ratio from daily returns over the chart range (client composite)

1.04

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Sharpe ratio, out-of-sample period (out-of-sample)

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6.66

Standard deviation, out-of-sample period (out-of-sample)

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11.42%

Volatility (Quantbase data field) (basis not stated)

0.03%

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Volatility over the chart range, annualized from daily (×√252) (client composite)

9.84%

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Market-relative

Correlation to SPY (full history) (client composite)

0.98

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Correlation to SPY (Quantbase data field) (basis not stated)

0.98

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

2026-08-22

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Rebalance frequency

quarterly

weekly

Rebalancing (methodology text)

Quarterly

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Disclosure

Metrics calculated through

2026-10-05

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Risk score

Qualitative risk score (Quantbase data field)

2.25

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Risk score 0-5 (Quantbase)

2.58

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources