diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py
index ea77b61f..a9f3faef 100644
--- a/zipline/pipeline/factors/factor.py
+++ b/zipline/pipeline/factors/factor.py
@@ -574,6 +574,7 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
             dtype=self.dtype,
             missing_value=self.missing_value,
             mask=mask,
+            window_safe=True,
         )
 
     def rank(self,