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Funds (13F)

Wellington Management Group LLP

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.4%
S&P 500 +14.1%
Last 12 months
+14.6%
S&P 500 +12.1%
Sharpe ratio
0.72
S&P 500 0.78
Biggest drop
−33.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$52.5k
StrategyS&P 500 $10,000 in Wellington Management Group LLP from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Wellington Management Group LLP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Wellington Management Group LLP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.4%+14.1%
Total return+425%+470%
Last 12 months+14.6%+12.1%
Last 3 months+1.9%—
Last month+0.3%—
This year so far+10.6%—
Volatility a year16.6%16.0%
Sharpe ratio0.720.78
Biggest drop−33.0%−31.8%
Beta to the S&P 5000.981.00
Alpha a year (t-statistic)−0.3% (−0.16)—
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.

Insights

CompanyWeightHeld sinceReturn since
NVDA4.4%——
AVGO3.5%——
MSFT3.2%——
AAPL3.1%——
GOOGL2.8%——
LLY2.4%——
AMZN2.4%——
MRK2.0%——
MA1.2%——
MU1.0%——
JNJ1.0%——
AMD1.0%——
AZN1.0%——
KLAC0.8%——
UNH0.8%——
BLK0.8%——
TSLA0.7%——
META0.7%——
SRE0.7%——
TXN0.7%——
TRGP0.7%——
ELV0.6%——
CAH0.6%——
CVS0.6%——
WELL0.6%——
V0.6%——
GLW0.6%——
WFC0.6%——
PM0.6%——
DHR0.6%——
DIS0.6%——
TSM0.6%——
UBS0.5%——
APH0.5%——
FLEX0.5%——
ETN0.5%——
FANG0.5%——
MRSH0.5%——
D0.5%——
HD0.5%——
SYK0.5%——
GE0.5%——
NOC0.5%——
BAC0.5%——
LIN0.5%——
WMB0.4%——
SNDK0.4%——
NDAQ0.4%——
KO0.4%——
USFD0.4%——
MTB0.4%——
INTC0.4%——
STX0.4%——
AIG0.4%——
ADP0.4%——
SPGI0.4%——
HBAN0.4%——
DVN0.4%——
CB0.4%——
UL0.4%——
SPG0.4%——
PCAR0.4%——
MAR0.4%——
CSCO0.4%——
NFLX0.4%——
AWK0.3%——
DE0.3%——
AEP0.3%——
NXPI0.3%——
ASML0.3%——
TJX0.3%——
IBM0.3%——
HCA0.3%——
CDNS0.3%——
KDP0.3%——
DKS0.3%——
FERG0.3%——
HONA0.3%——
JBL0.3%——
VRTX0.3%——
GILD0.3%——
ATO0.3%——
COP0.3%——
TEL0.3%——
EW0.3%——
ISRG0.3%——
ICE0.3%——
TMUS0.3%——
RJF0.3%——
ANET0.3%——
SPOT0.3%——
COF0.3%——
ROST0.3%——
LHX0.3%——
SHOP0.2%——
ADM0.2%——
JPM0.2%——
KKR0.2%——
FITB0.2%——
CCI0.2%——
SNOW0.2%——
HON0.2%——
COR0.2%——
ABBV0.2%——
VRT0.2%——
PGR0.2%——
CAT0.2%——
EMR0.2%——
EQT0.2%——
AXON0.2%——
BNY0.2%——
JCI0.2%——
GS0.2%——
QCOM0.2%——
PNFP0.2%——
NTRA0.2%——
DELL0.2%——
AXP0.2%——
MS0.2%——
JHX0.2%——
ARES0.2%——
GWW0.2%——
SPCX0.2%——
PPG0.2%——
WY0.2%——
TT0.2%——
NET0.2%——
AMGN0.2%——
WMT0.2%——
A0.2%——
BDX0.2%——
SHW0.2%——
PG0.2%——
PANW0.2%——
CLH0.2%——
AVY0.2%——
KR0.2%——
EXC0.2%——
FCX0.2%——
CMS0.2%——
ICLR0.2%——
NKE0.2%——
EQIX0.2%——
ROP0.2%——
ARGX0.1%——
DDOG0.1%——
CNC0.1%——
ECHO0.1%——
MPC0.1%——
MCD0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+13.4%+14.1%0.720.78−33.0%0.98−0.3% (−0.16)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.2%+13.9%0.560.66−33.0%0.97−1.0% (−0.44)
Last three years3 Nov 2023 to 2 Nov 2026+18.6%+21.8%0.851.16−16.9%0.87−0.1% (−0.01)
Last year7 Nov 2025 to 2 Nov 2026+15.8%+14.2%1.090.84−8.2%0.80+3.3% (0.80)
DateCompanyAction
21 Aug 2026ZSQRBought
21 Aug 2026ZGNBought
21 Aug 2026YSWYBought
21 Aug 2026XFORBought
21 Aug 2026XEBought
21 Aug 2026WSEBought
21 Aug 2026WLDNBought
21 Aug 2026WKBought
21 Aug 2026WFGBought
21 Aug 2026VTRSBought
21 Aug 2026VSXYBought
21 Aug 2026VSECBought
21 Aug 2026VRNSBought
21 Aug 2026VORBought
21 Aug 2026VNTBought
21 Aug 2026VNDABought
21 Aug 2026VICRBought
21 Aug 2026VGNTBought
21 Aug 2026VECOBought
21 Aug 2026UMACBought
21 Aug 2026UIBought
21 Aug 2026UCTTBought
21 Aug 2026TUBought
21 Aug 2026TRMDBought
21 Aug 2026TRIBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026YMMSold
21 Aug 2026WYNNSold
21 Aug 2026WSBCSold
21 Aug 2026WHRSold
21 Aug 2026VMRKSold
21 Aug 2026VGSold
21 Aug 2026VETSold
21 Aug 2026VALSold
21 Aug 2026UWMCSold
21 Aug 2026UPWKSold
21 Aug 2026TRSSold
21 Aug 2026TIGRSold
21 Aug 2026TBBKSold
21 Aug 2026TAPSold
21 Aug 2026SPRBSold
21 Aug 2026SNAPSold
21 Aug 2026SMPLSold
21 Aug 2026SLGNSold
21 Aug 2026SLABSold
21 Aug 2026SIGSold
21 Aug 2026SHAKSold
21 Aug 2026SEZLSold
21 Aug 2026SAPSold
21 Aug 2026SAICSold
21 Aug 2026RYNSold

Dated at the rebalance that made the change.

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