STEADYTRADE
Strategy backtests · past-window simulation, not investment advice

Copying the 13F filings

What you would have gotten by copying the most famous stock portfolios in the world — and why it can only be done honestly for a few of them.

The ones we publish

PortfolioReturnPeriod FilingsPositionsBought (avg)worst quarter
Berkshire Hathaway Warren Buffett
13F replica
199% 2018-05-15 → 2026-09-23 34 29 98% 95%
S&P 500
SPY, dividends reinvested
226% 2018-01-02 → 2026-09-23 — — — —
Nasdaq 100
QQQ, dividends reinvested
394% 2018-01-02 → 2026-09-23 — — — —

What is actually being copied

Form 13F-HR is a quarterly list of US-listed stock positions, filed 45 days after the quarter ends. We take each filing, buy those positions at their disclosed weights at the closing price of the day the filing appeared, and hold until the next one. Dividends are reinvested. The same slippage as everything else on this site is charged on each rebalance.

What a 13F does not contain

So a 13F replica is never the manager's return. It is the return of the slice they had to disclose.

What Berkshire disclosed most recently

Weight
AAPL APPLE INC22.0%
AXP AMERICAN EXPRESS CO17.1%
KO COCA-COLA CO/THE10.9%
GOOGL ALPHABET INC-CL A9.4%
BAC BANK OF AMERICA CORP9.2%
CVX CHEVRON CORP4.7%
OXY OCCIDENTAL PETROLEUM CORP4.3%
CB CHUBB LTD3.9%
MCO MOODY'S CORP3.7%
GOOG ALPHABET INC-CL C3.2%

Why only these

A replica is only worth publishing if we can actually buy what the filing says. We measure that: the share of each filing's disclosed value that we managed to price and hold. A portfolio we could only buy 70% of is not that manager's portfolio.

Published only when we could buy 93% of the disclosed value on average, and never less than 80% in any quarter.

PortfolioBoughtWhy not
Renaissance Technologies — About 3,400 positions, the largest ten of which are 12% of the book. A quarterly snapshot of a portfolio that wide says almost nothing about what the firm did.
Bridgewater Associates — Their US equity book is mostly index ETFs. What they are known for — macro positions in futures, rates and currencies — does not appear in a 13F at all, so copying the 13F copies the part that is not the strategy.
Pershing Square Bill Ackman 91% 4% could not be identified · 5% has no usable price history
Baupost Group Seth Klarman 70% 19% could not be identified · 11% has no usable price history
Duquesne Family Office Stanley Druckenmiller 89% 5% has no usable price history
Appaloosa David Tepper 86% 4% could not be identified · 3% has no usable price history
Tiger Global Chase Coleman 90% 6% could not be identified · 4% has no usable price history
Third Point Daniel Loeb 84% 9% could not be identified · 6% has no usable price history
Lone Pine Capital Stephen Mandel (founder) 92% 4% could not be identified · 4% has no usable price history
Greenlight Capital David Einhorn 76% 11% could not be identified · 11% has no usable price history
Scion Asset Management Michael Burry 56% 30% of the book is options · 5% could not be identified · 9% has no usable price history

A note on the missing names

Companies that were bought out or delisted usually have no free price history. Those positions drop out of the replica, and acquisitions are more often good outcomes than bad ones — so what is missing is not missing at random. This is measured above, not corrected for.

Assumptions

SEC EDGAR Form 13F-HR13F-HR
Period2018-01-01 →
Built2026-09-25T02:08Z