Div yield leads the 20-day tape (+5.1%) · sharpest move: Quality-1.5σ on 5 days vs FW 3000 · 44% of the index above its 50-day.
How to read this page
How to read this page
Factor portfolios are built from the FW 3000, our Russell 3000-style universe of the
largest 3,000 US stocks built with public rules, point-in-time, not from ETFs. Every move is compared with that series' own trailing year: σ counts standard
deviations from normal (|σ| ≥ 2 is unusual, 3σ happens a few times a year) and the
percentile ranks it against the past year (0 = worst, 100 = best). Green is ahead of
the index, red behind. Definitions: methodology.
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Period
01Rotation
Trailing 20-day return of each long-only factor portfolio.
02Charts
Rebased to 0% at the start of the window; z-score and breadth modes show raw
values. Click a legend entry to toggle it.
03Performance table
Click a column to sort. Baskets have their own table on the
Baskets page.
04Factor spread monitor
σ vs the series' own trailing year; the thin bar is the percentile. Holdings are on
the Factors page.
Monthly returns ranked best to worst. Hover a factor to trace it; the outlined cell
is the FW 3000.
08Seasonality —
09Estimate revisions
Share of FW 3000 constituents whose consensus EPS was raised minus lowered over the trailing 5 sessions, from Factor Watch's own daily archive (since 2026-07-06). Windows from 1 to 60 sessions, revenue and FY2, the factor and sector cuts and the biggest revisions are on the Estimate revisions page.
Latest (2026-10-26): 388 raised · 386 lowered of 2053 covered — net breadth +0%. (the 35th-percentile read of this series so far)