Good decisions require good data, and seeking it out is a particular passion of mine. Here you can find the original source articles for all of the site calculators, learn about the nuances of extrapolating stock returns, and explore the world of market data for yourself.
Overall Methodology — Including methods, assumptions, and verification info
Stock Index Calculator — My own work reconstructing the complete size and value indices for US stock markets. Complete with methodology and data.
Bond Index Calculator — My personal tool for reconstructing bond index returns from the underlying interest rates. You can also use it to build your own bond index.
Simba’s Backtesting Spreadsheet — Collected from various sources around the web and maintained by the Bogleheads community, this is the definitive collection of high-quality free asset data for everyday investors.
Fama/French Data Library — A massive collection of US and international stock data broken down by various contributing factors. It requires a bit of a learning curve to use, but is extremely thorough and well-sourced.
Independence International Associates — A remarkable collection of all types of worldwide stock data from 1975-1996.
Federal Reserve Economic Data (FRED) — A great source for all kinds of economic data including bond returns and inflation rates.
Shiller Data — Robert Shiller’s aggregate US Stock, bond, and inflation dating back to 1871.
Crestmont Research Stock Market Matrix — The original inspiration for the Portfolio Charts Heat Map, this stock market history is packed full of useful information.
MSCI Real Time Index Data Search — The data provider that many professional indices track offers a great tool for searching source data.
OECD — An excellent free resource for all kinds of economic data around the world. I particularly like its data for inflation and short-term bills.