Brownian motion

This visualization transforms weekly stock market returns into a directional walk, where each trading week advances the path forward by a fixed distance while turning left for positive returns and right for negative returns. The turn angle at each step is set proportional to the magnitude of that week’s return. The path begins at the center and evolves based on the sequence of weekly price movements, with colors transitioning from dark blue-green (1970s) to bright red (2020s). Extended periods of moderate positive returns create gentle leftward spirals, while volatile periods produce sharp zigzags.

Data: Weekly S&P 500 returns from Fama-French research data factors (1975-2025). Each step represents one trading week advancing 4mm in the current direction, with turn angle = arctan(weekly return percentage).