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Stocks A to Z / Stocks B / Berkshire Hathaway (BRK.A)
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Author: Knighted   😊 😞
Number: of 19824 
Subject: Re: Bogle , back to the real world,
Date: 01/14/26 8:11 AM
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I have cap weight and equal weight real total return data daily back to 1930, and equal weight wins most of the time (after backfilling with the modern era cost drag of trading and fees).

Thanks for your thoughts. Is it possible to use your data to identify how many rolling time periods there have been since 1930 where the years of outperformance of cap weight over equal weight for the S&P500 exceeded our current stretch? I'm curious how rare it has been historically for the period of cap weight outperformance to last as long as this.
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