For each asset, draw 1,000 possible futures by sampling its historical weekly returns uniformly at random, with replacement, from the selected date range. Each path starts at 1 and compounds weekly. The bold line follows the median wealth at each week.

Each asset uses all valid returns available inside the historical window; histories are not restricted to dates shared by other assets. The historical weeks column shows the actual sample size and date coverage. Assets are sampled independently.

CAGR is calculated from each path’s compounded terminal wealth, using 52 weeks per year. Sharpe is the mean weekly excess return divided by the sample standard deviation of weekly returns, multiplied by √52. Historical risk-free returns are sampled with the corresponding asset week; missing T-bill observations use 0%. Fixed rates use the annual rate divided by 52. Summary standard deviations are sample standard deviations across paths. Zero-volatility paths have undefined Sharpe and are excluded from its summary.

Sampling treats weeks as independent and preserves the observed return distribution, including any limitations in the source history. It does not preserve market cycles, serial dependence, or correlations between assets. Data sources.