WC Whiner

A Model All-ETF Portfolio That Works

You don't even have to look at the tickers to know what's going on here: Large Cap 36% and Foreign 28% say it all. Remember, almost everything has beaten the S&P 500 the last half-decade. If you are underweight it, of course you beat it. I was all set to regress their backtest against some indexes, but they have (gag) a Flash site. If anyone wants to post their monthlies for me, I'll pump them into R real quick.

FD: my little account "soundly beat" the S&P 500 for the five years ended 3/31/06 (alpha 0.8% per month vs that index, t-stat 2.5), but I do not think that speaks to anything than a couple lucky plays and my particular style having been in favor.