Wealth Dashboard

10,000 random paths over the household portfolio, split into three sleeves: an equity sleeve that gets a random market return (one pension 92% equities, the other 75%, plus the ISA/stock savings), a bonds/other sleeve (the rest of the pensions) growing at a steady 3.5%, and a cash sleeve at a fixed rate. Spending draws cash first, then bonds, then equities. Each year the portfolio funds your spend minus all other income — PIP, Protected Rights, Carer’s Allowance and both state pensions — at their real workbook dates; the pot is floored at zero (ruin). Return model: Gaussian (bell curve, your mean & volatility) or Historical (block-bootstrapped real index returns — fat tails, crash clustering, sequence risk, real volatility). In Historical mode the equity return each year blends S&P 500 (US) and FTSE All-Share (UK) drawn from the same year, so their real correlation is preserved; set the UK equity weight to match your mix (your M&G ISA is UK/FTSE, the pensions are more global). Historical window is 1988–2024 (the overlap where both indices exist).