Simulating a DCA plan

Recurring contributions, TWR and how it differs from money-weighted return.

Almost nobody invests a lump sum and never touches it again. People contribute every month, for years. Simulating a DCA plan (dollar-cost averaging, PAC in Italian) is easy; reading its return correctly is the part that deserves attention, because with recurring contributions "return" stops meaning one single thing.

Turning on contributions

Open Settings and, in the Strategy card, set Investment frequency to a recurring cadence: monthly, quarterly, semi-annual or annual investment. Then set the instalment in Investment amount (€). If you want to account for the cost of each purchase, fill in Commissions too: on a plan with small instalments, a fixed fee weighs far more than intuition suggests.

Then run the analysis as usual.

Two returns, not one

As soon as contributions are active, the metric tiles show two values. That's not redundancy: they're two different questions.

Compound return (TWR): the headline value. It measures how the portfolio performed regardless of when you contributed, as if everything had been invested at the start. It neutralises contributions, so it measures the strategy.

Return on contributions: the line underneath. Final value ÷ sum of contributions, annualised like a CAGR. It measures your personal result on the money you actually put in.

Careful: return on contributions is not IRR/MWR. IRR also weights the exact timing of every single contribution; this doesn't: it only looks at the total contributed.

Why the two numbers diverge

With a DCA plan in a rising market, most of the capital goes in during the later years, when the balance is largest. That money had little time to work, so return on contributions often comes out lower than TWR.

In a falling market the opposite can happen: contributing while prices drop buys more units, and return on contributions can exceed TWR.

Neither number is "the right one". TWR judges the portfolio; return on contributions judges your plan.

Chart basis: Composition or With DCA

Charts offer a selector between two calculation bases:

BasisWhat it showsWhen to use it
Composition (≈ TWR)Strategy performance, without contribution timingComparing portfolios
With DCAThe real account path, contributions includedUnderstanding your actual balance

The With DCA view is akin to the MWR idea and answers "how much money would I have had". It's the more intuitive one, but also the more misleading for comparisons: rolling returns computed on account value can be heavily distorted by contribution amounts, especially in early years when NAV is small and each instalment is large relative to invested capital.

Rule of thumb: Composition to compare, With DCA to understand your balance.

Risk and ratios under DCA

Volatility, Sharpe and Sortino are computed on a path that neutralises contributions, exactly like TWR. This is deliberate: they measure the risk of the strategy, not the artefact of an account that was nearly empty at the start. For risk-adjusted ratios the denominator uses TWR returns and the numerator IRR, so every ratio stays consistent with the values shown on screen.

Timing matters less than you think

The most common question about a DCA plan is whether to wait for a better entry point. Historically, the cost of waiting almost always exceeds the benefit of a luckier entry.

Next step

If your plan is aimed at a goal (stopping work, or living off your capital) the dedicated simulation is in Planning for FIRE.