Stocks with the strongest prior price performance, excluding the most recent month.
+24.3%YTD vs FW 3000
Long-only portfolio · 556 stocks
- Top holdings
- AMD · GOOGL · JNJ
- Largest sector
- Technology 47.4%
Performance table
Sort by any period. Open a factor for its performance, holdings and definition.
Returnvs FW 3000
Returns vs FW 3000 · YTD ranking · 2026-09-11
| Factor | 1d | 5d | 20d | 60d | MTD | YTD | 1y |
|---|---|---|---|---|---|---|---|
| Momentum | +0.4% | +3.0% | -2.1% | -9.0% | +2.0% | +24.3% | +21.2% |
| High beta | +0.7% | +3.1% | -1.2% | -9.2% | +2.1% | +17.6% | +20.0% |
| Value | -0.3% | -0.7% | +0.7% | +3.2% | +0.6% | +7.2% | +8.8% |
| Quality | +0.1% | +0.6% | -0.0% | +0.7% | +0.4% | +3.6% | +6.3% |
| Size | -0.5% | -1.4% | -1.3% | +1.7% | -1.3% | +3.5% | +9.5% |
| Dividend yield | -0.5% | -0.7% | -0.0% | +0.4% | -1.0% | -0.4% | -2.4% |
| Low volatility | -0.4% | -0.2% | +0.4% | +0.7% | -0.2% | -5.1% | -8.8% |
Compare performance
PeriodYTD
The selected period and return view apply to the chart and factor cards.
The performance table above shows each factor’s returns.
Relative returns compound daily portfolio-minus-benchmark returns.
Explore factors
Ranked by YTD return vs FW 3000. Open a factor to dig into its portfolio.
Stocks whose daily returns have been most sensitive to market moves.
+17.6%YTD vs FW 3000
Long-only portfolio · 563 stocks
- Top holdings
- AMD · AVGO · MU
- Largest sector
- Technology 66.6%
Stocks priced cheaply relative to their earnings, book equity, and sales.
+7.2%YTD vs FW 3000
Long-only portfolio · 582 stocks
- Top holdings
- C · TBB · COF
- Largest sector
- Financial Services 31.1%
Stocks with strong profitability, lower leverage, and more stable earnings.
+3.6%YTD vs FW 3000
Long-only portfolio · 583 stocks
- Top holdings
- AAPL · AVGO · GOOGL
- Largest sector
- Technology 41.4%
The smaller companies within the selected universe.
+3.5%YTD vs FW 3000
Long-only portfolio · 582 stocks
- Top holdings
- ALOY · CRD-A · NRDS
- Largest sector
- Financial Services 25.1%
Stocks with the highest dividend yields over the past twelve months.
-0.4%YTD vs FW 3000
Long-only portfolio · 592 stocks
- Top holdings
- CVX · PG · PM
- Largest sector
- Utilities 16.4%
Stocks with the lowest daily return volatility over the past year.
-5.1%YTD vs FW 3000
Long-only portfolio · 563 stocks
- Top holdings
- AAPL · BRK-B · JPM
- Largest sector
- Financial Services 33.1%
Portfolio construction · rebalances and turnover
Portfolio construction
Long portfolios hold the top quintile, weighted by market capitalization with a 5% name cap at rebalance. Q5 − Q1 spreads use equal-weighted top and bottom quintiles. Turnover is the share of the long book replaced at the latest monthly rebalance.
| Factor | Names | Rebalanced | Turnover | New adds | Top holdings |
|---|---|---|---|---|---|
| Momentum | 556 | 2026-08-31 | 24% | 136 | AMD · GOOGL · JNJ |
| Value | 582 | 2026-08-31 | 17% | 100 | C · TBB · COF |
| Quality | 583 | 2026-08-31 | 11% | 66 | AAPL · AVGO · GOOGL |
| Size | 582 | 2026-08-31 | 18% | 102 | ALOY · CRD-A · NRDS |
| Low vol | 563 | 2026-08-31 | 7% | 42 | AAPL · BRK-B · JPM |
| High beta | 563 | 2026-08-31 | 9% | 49 | AMD · AVGO · MU |
| Div yield | 592 | 2026-08-31 | 8% | 45 | CVX · PG · PM |
Each factor’s detail page includes its full holdings and rebalance history. Read the methodology →