Stats › Best and worst days › Missing the best days

The cost of missing the best days

Best days/timing · 20 and 30 year windows · total return · 2 sources · data as of 31 Jul 2026

Market returns aren't spread evenly across the days. A small handful of sessions carry most of the gain, and if you happen to be sitting in cash on those days, twenty years of results change completely. That's the whole idea behind this statistic, and the arithmetic is startling: $10,000 left alone from January 2006 to December 2025 became $80,619, and the same $10,000 missing just the ten best days became $35,866.

You've probably seen this used in a sales pitch, which is exactly why I wanted an honest version of it on the site. The scenario table is here in full, both the twenty year and the thirty year versions, and so is the part that usually gets left off: the best days aren't scattered through calm markets, they sit right next to the worst ones. Six of the ten best days landed within two weeks of the ten worst, and five of those six came after the bad days rather than before. That clustering is the real finding. Without it the table is just a scary chart.

I've also written down what this statistic does not prove, because it gets stretched a long way past what the data supports. Two sources, two different windows, both linked below with their exact date ranges. They're not interchangeable and I've explained why. Read them.