DCA calculator
Two strictly separate modes. Backtest replays a fixed contribution on a fixed schedule over real split- and dividend-adjusted (total-return) prices - up to 5 stocks/ETFs at fixed weights, dividends reinvested, no fees or taxes, versus the same schedule into the S&P 500 (SPY) - every figure engine-computed from historical prices, with no LLM. Plan runs entirely in your browser: arithmetic on a return assumption you choose. The backtest is a historical statistic and the plan is a hypothesis - neither is a prediction or investment advice.
| Ticker | End value | Profit % | annualized (XIRR) |
|---|---|---|---|
| Your basket (SPY) | $136,647 | +127.7% | +15.7% |
| Same schedule into SPY | $136,647 | +127.7% | +15.7% |
| Lump sum on day 1 (same total, same basket) | $241,471 | — | — |
Backtested 2016-07-18 → 2026-07-17 · 120 of 120 scheduled buys executed
A dollar-cost-averaging backtest over real split- and dividend-adjusted (total-return) prices: what investing a fixed amount on a fixed schedule would have grown to, with dividends reinvested and no fees, taxes, or fractional-share limits, versus the same schedule into SPY. A disclosed historical statistic - NOT a prediction, a guarantee, or investment advice. Past performance does not predict future results.
Prefilled with the S&P 500's long-run average: ~10.0%/yr total return (geometric mean, nominal, dividends reinvested, 1928-2025 - NYU Stern / A. Damodaran, 'Historical Returns on Stocks, Bonds and Bills'). A historical statistic, not a forecast.
IMPORTANT: The projections generated by this calculator are hypothetical in nature, computed solely from the return assumption you entered. They do not reflect actual investment results and are not guarantees of future results. They exclude taxes, fees, and inflation. This is arithmetic on your inputs - not a Tickwind forecast or investment advice.
How this is computed
- A contribution of your amount is made at the start of every month (plus the optional initial lump sum at month 0).
- The balance compounds monthly at (1+r)^(1/12) − 1, where r is the annual return you set above.
- The variance band, when enabled, re-runs the same arithmetic at r ± your chosen width - it is not a statistical confidence interval.
How the backtest works
- A fixed amount on a fixed schedule. Each monthly or weekly contribution is split across the basket at fixed weights and buys at that day’s adjusted close (fractional shares, no fees or taxes). There is no rebalancing: the basket drifts with performance, exactly like a real fixed-split auto-invest plan.
- Total return, not price-only. Prices are split- AND dividend-adjusted, so every curve already includes reinvested dividends.
- Buys execute on the first common trading day at or after each scheduled date across every basket ticker and SPY; a slot with no trading day of its own is skipped and disclosed - money is never silently doubled up.
- annualized (XIRR) is the money-weighted annual return that makes the dated contributions grow to the end value - the honest rate for a stream of contributions, where a simple CAGR would be wrong. It is omitted (—) on windows under a year rather than annualized misleadingly.
- The SPY row applies the identical schedule to the S&P 500 ETF; the lump-sum row shows the same total invested in the same basket on day 1 - the classic DCA-versus-lump-sum comparison, disclosed instead of implied.
- A historical backtest, not a forecast. A stat that cannot be computed honestly shows "—", never a fabricated 0. Past performance does not predict future results.
The backtest on this page is a disclosed historical statistic over real prices; the plan is hypothetical arithmetic on your inputs. Neither is a prediction, a price target, or investment advice. Past performance does not predict future results.