Since 1904, the stock market has average 6.7% return with a Democrat in the White House, while Republicans averaged 5.1%. It's often a misnomer that investors fair better with Republicans in the White House. Past performance shows that investors faired better with a Democrat in office.

GW Bush (R): 1.5% 2000-2008
Clinton (D): 14.9% 1992-2000
HW Bush (R): 11.9% 1988-1992
Reagan (R): 9.4% 1980-1988
Carter (D): 6.0% 1976-1980
Nixon/Ford (R): 0.4% 1968-1976
Johnson (D): 6.7% 1963-1968
JFK (D): 8.9% 1960-1963
Eisenhower (R) 10.3% 1952-1960
Truman (D) 9.1% 1944-1952
Roosevelt (D) 5.6% 1932-1944
Hoover (R) -27.1% 1928-1932
Coolidge (R) 24.4% 1924-1928
Harding (R) 10.5% 1920-1924
Wilson (D) -3.9% 1912-1920
Taft (R) 1.0% 1908-1912
Roosevelt (R) 3.5% 1900-1908