Stocks with the strongest prior price performance, excluding the most recent month.
+19.8%YTD vs FW 3000
Long-only portfolio · 558 stocks
- Top holdings
- AMD · LLY · MU
- Largest sector
- Technology 51.5%
Performance table
Sort by any period. Open a factor for its performance, holdings and definition.
Returnvs FW 3000
Returns vs FW 3000 · YTD ranking · 2026-10-21
| Factor | 1d | 5d | 20d | 60d | MTD | YTD | 1y |
|---|---|---|---|---|---|---|---|
| Momentum | +0.5% | -2.1% | -6.1% | +0.6% | -7.1% | +19.8% | +18.0% |
| High beta | +1.3% | -1.9% | -8.5% | +1.7% | -8.5% | +11.8% | +9.8% |
| Quality | -0.2% | -0.6% | +0.1% | +1.4% | -0.4% | +3.8% | +5.0% |
| Value | -0.9% | +1.1% | +0.9% | -7.9% | +2.2% | +3.0% | +5.3% |
| Dividend yield | -1.2% | +1.2% | +1.8% | -6.2% | +2.9% | -2.4% | -1.8% |
| Size | -0.9% | +0.4% | -4.9% | -8.9% | -4.5% | -3.7% | -2.2% |
| Low volatility | -0.8% | +0.8% | +2.7% | -5.5% | +3.5% | -5.2% | -6.7% |
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.
+11.8%YTD vs FW 3000
Long-only portfolio · 564 stocks
- Top holdings
- AMD · AVGO · MU
- Largest sector
- Technology 67.1%
Stocks with strong profitability, lower leverage, and more stable earnings.
+3.8%YTD vs FW 3000
Long-only portfolio · 579 stocks
- Top holdings
- AAPL · AVGO · GOOGL
- Largest sector
- Technology 44.2%
Stocks priced cheaply relative to their earnings, book equity, and sales.
+3.0%YTD vs FW 3000
Long-only portfolio · 578 stocks
- Top holdings
- C · TBB · COF
- Largest sector
- Financial Services 30.0%
Stocks with the highest dividend yields over the past twelve months.
-2.4%YTD vs FW 3000
Long-only portfolio · 592 stocks
- Top holdings
- CVX · HD · VZ
- Largest sector
- Financial Services 18.3%
The smaller companies within the selected universe.
-3.7%YTD vs FW 3000
Long-only portfolio · 578 stocks
- Top holdings
- ARRY · AGNT · ETD
- Largest sector
- Financial Services 25.5%
Stocks with the lowest daily return volatility over the past year.
-5.2%YTD vs FW 3000
Long-only portfolio · 564 stocks
- Top holdings
- AAPL · BRK-B · JPM
- Largest sector
- Financial Services 33.3%
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 | 558 | 2026-09-30 | 24% | 133 | AMD · LLY · MU |
| Value | 578 | 2026-09-30 | 10% | 60 | C · TBB · COF |
| Quality | 579 | 2026-09-30 | 4% | 21 | AAPL · AVGO · GOOGL |
| Size | 578 | 2026-09-30 | 17% | 96 | ARRY · AGNT · ETD |
| Low vol | 564 | 2026-09-30 | 6% | 33 | AAPL · BRK-B · JPM |
| High beta | 564 | 2026-09-30 | 8% | 43 | AMD · AVGO · MU |
| Div yield | 592 | 2026-09-30 | 7% | 44 | CVX · HD · VZ |
Each factor’s detail page includes its full holdings and rebalance history. Read the methodology →