Retirement Calculator

Historical Retirement Calculator

See how your retirement plan would have handled actual past markets — every valid historical starting period with a full continuous return window for your plan length.

What this result means

Historical testing asks a different question than Monte Carlo. Instead of drawing random returns from a distribution, it replays published market sequences — here, Damodaran U.S. large-cap total return paired with CPI inflation — across every valid starting year that has a continuous window long enough for your plan length. Each window asks: if retirement began then, would this spending plan have lasted through your planning age?

The free page emphasizes the success count, best and worst starting years, median ending portfolio, and a short narrative for the weakest window when available. That output is generated from your inputs and the historical engine — the kind of page-specific analysis search engines reward over generic “history matters” essays.

If you want an intuitive picture of why early losses hurt more than late ones before you run history, start with Sequence of Returns Risk, then return here for real sequences.

How the calculation works

The engine finds every calendar year that has a continuous equity (and inflation) window covering the number of projection years your household plan needs, then runs the same simplified projection engine used on the stress test for each start year. Success means spending was funded through the planning age under that historical path. Details: Historical methodology.

Data availability depends on what is loaded in the application database from Damodaran’s published series. The methodology page shows the currently loaded year range when available.

Best, worst, and median — how to use them

Best and worst starting years are ranked by ending portfolio among the tested windows, not by vibes. A “worst” year that still succeeds is different from a worst year that depletes at age 78. Read the shortfall age when present. Median ending portfolio summarizes the middle of the distribution of endings — useful context beside the raw success count.

Historical success shares are not destiny. The future can be worse or better than the sample you replayed. Treat the result as evidence about this spending plan under past U.S. large-cap history, then compare with Monte Carlo’s broader random stress.

How this page differs from our other free tools

Important limitations

Past markets are not a complete map of future risk. Large-cap U.S. total return plus CPI is not your personal asset mix. Simplified Social Security and no tax model apply on this free page. The UI is summary-first — not the full in-app path browser. Educational projections only — not advice.

See historical thinking in context on Jim & Susan’s sample plan, or build a free plan to explore single starting years on your own accounts.

Frequently asked questions

Is historical testing better than Monte Carlo?

Neither replaces the other. Historical testing shows how your plan would have fared in published past sequences. Monte Carlo explores a wider set of randomized paths under statistical assumptions. Many planners look at both.

What does “47 of 56 starting periods” mean?

It means 47 of the valid historical windows long enough for your plan length funded spending through the planning age. The other windows ran short under this spending plan and those market paths.

Why highlight the worst starting year?

Early-retirement bear markets can permanently impair a withdrawal plan. Naming the weakest window among the tested set is original analysis from your inputs — not generic commentary.

Can I pick a single starting year on this free page?

The free view is summary-first across all rolling windows. A free account adds single-start-year exploration, series/bucket controls, and full path charts on your saved scenario.