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Congress: members

Robert J. Wittman

Backtest from 16 Oct 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+12.8%
S&P 500 +14.5%
Last 12 months
+15.7%
S&P 500 +12.1%
Sharpe ratio
0.69
S&P 500 0.75
Biggest drop
−32.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $44.5k$38.0k
Robert J. WittmanS&P 500 $10,000 in Robert J. Wittman from 16 Oct 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Mirrors the disclosed stock holdings of Rep. Robert J. Wittman (Republican, VA) and family. It buys on the first trading day after each report is filed, sized by the middle of the value band reported, starts from the holdings listed in the member's annual disclosure report once that report is public, and holds each position until a sale is reported. Call options count as the stock until they expire. Members often report weeks or months late, so this is what a follower could actually have done.

Robert J. Wittman's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.8%+14.5%
Total return+280%+345%
Last 12 months+15.7%+12.1%
Last 3 months+7.4%—
Last month+7.1%—
This year so far+14.0%—
Volatility a year16.1%16.7%
Sharpe ratio0.690.75
Biggest drop−32.8%−31.8%
Beta to the S&P 5000.891.00
Alpha a year (t-statistic)−0.1% (−0.06)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck. 185 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
AAPL12.8%14 Aug 2024+53.3%
CFFI6.3%14 Aug 2024+131.2%
MAR5.4%14 Aug 2023+106.5%
MSFT5.4%14 Aug 2024+26.3%
V4.9%14 Aug 2023+79.3%
COST4.9%14 Aug 2023+93.3%
ELV4.8%17 May 2018+99.8%
AMZN4.3%14 Aug 2024+46.3%
RGLD4.3%14 Aug 2023+116.5%
HIG4.0%14 Aug 2024+27.5%
XYL2.9%14 Aug 2023−0.8%
TXN1.8%13 Jun 2019+239.3%
CVX1.5%16 Oct 2015+299.8%
XOM1.5%8 May 2023+86.1%
UNP1.3%16 Oct 2015+322.6%
ABBV1.3%14 Aug 2024+60.8%
MSI1.3%8 Jul 2020+298.8%
PKG1.3%2 Aug 2016+371.2%
LIN1.2%13 Jun 2019+186.1%
UNH1.2%14 Aug 2024−27.9%
D1.2%14 Aug 2023+61.8%
VZ1.2%2 Aug 2016+45.2%
ITT1.2%14 Aug 2024+54.6%
PG1.2%2 Oct 2023+23.2%
PDM1.2%2 Aug 2016−24.2%
MA1.1%10 Mar 2022+108.8%
WMT1.1%14 Aug 2024+89.2%
WEC1.1%16 Oct 2015+213.4%
AMT1.1%20 Oct 2023+30.4%
BRBS1.1%14 Aug 2024+92.0%
NEE1.1%16 Oct 2015+338.2%
JPM1.1%14 Aug 2024+70.0%
TT1.1%25 Aug 2021+121.2%
PLD1.0%14 Aug 2024+13.3%
HD1.0%14 Aug 2023+12.3%
PEP1.0%25 Aug 2021+7.2%
ACN1.0%14 Aug 2023−10.3%
SPGI1.0%2 Oct 2023+40.5%
AVGO0.9%13 Aug 2026−21.9%
TJX0.9%19 Oct 2021+137.4%
LOW0.9%16 May 2022+22.6%
ABT0.9%16 May 2022+10.1%
SCHW0.9%13 Feb 2020+106.0%
AXP0.9%19 Sept 2019+206.6%
CMCSA0.9%6 Jan 2023−23.1%
MCD0.9%15 May 2020+76.9%
ZTS0.7%2 Oct 2023−49.9%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Oct 2015 to 2 Nov 2026+12.8%+14.5%0.690.75−32.8%0.89−0.1% (−0.06)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.1%+13.9%0.590.66−32.8%0.88−0.3% (−0.16)
Last three years3 Nov 2023 to 2 Nov 2026+18.7%+21.8%1.171.16−12.9%0.65+2.8% (0.70)
Last year7 Nov 2025 to 2 Nov 2026+15.8%+14.2%1.220.84−7.8%0.44+6.8% (0.89)
DateCompanyAction
13 Aug 2026AVGOBought
14 Aug 2024WMTBought
14 Aug 2024UNHBought
14 Aug 2024PLDBought
14 Aug 2024MSFTBought
14 Aug 2024JPMBought
14 Aug 2024ITTBought
14 Aug 2024HIGBought
14 Aug 2024CFFIBought
14 Aug 2024BRBSBought
14 Aug 2024AMZNBought
14 Aug 2024ABBVBought
14 Aug 2024AAPLBought
20 Oct 2023AMTBought
2 Oct 2023ZTSBought
2 Oct 2023SPGIBought
2 Oct 2023PGBought
14 Aug 2023XYLBought
14 Aug 2023VBought
14 Aug 2023RGLDBought
14 Aug 2023MARBought
14 Aug 2023KMIBought
14 Aug 2023KMBBought
14 Aug 2023HDBought
14 Aug 2023EOGBought

Dated on the first trading day after the report was filed, when a follower could have acted.

DateCompanyAction
13 Jul 2026CCISold
14 Aug 2025AVGOSold
14 Aug 2024TSold
14 Aug 2024PMSold
14 Aug 2024METASold
20 Oct 2023WMTSold
20 Oct 2023UNHSold
20 Oct 2023PLDSold
20 Oct 2023MSFTSold
20 Oct 2023KMISold
20 Oct 2023JPMSold
20 Oct 2023IFFSold
20 Oct 2023HIGSold
20 Oct 2023GOOGLSold
20 Oct 2023FISSold
20 Oct 2023EOGSold
20 Oct 2023CATSold
20 Oct 2023AMZNSold
20 Oct 2023ABBVSold
20 Oct 2023AAPLSold
2 Oct 2023PSXSold
2 Oct 2023KMBSold
2 Oct 2023DGSold
2 Oct 2023CBSold
14 Aug 2023MDTSold

Dated on the first trading day after the report was filed, when a follower could have acted.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest