There's a slightly different methodology here, but one consistent with what you're looking for. On one line, buy-and-hold the S&P 500. Re-invest all dividends

There's a slightly different methodology here, but one consistent with what you're looking for. On one line, buy-and-hold the S&P 500. Re-invest all dividends. You are 100% in the market at all times. On the other line, buy-and-hold all companies run by female CEOs, weighted by the number of companies. Rebalance your portfolio every time a company is added or removed. You are 100% in the market at all times. I think that if you look at the IPython notebook that the Fortune article refers to you can find the details spelled out in code. (FWIW, the calculations are done by a she, not a he! It's my colleague Karen.)