diff --git a/pandas/core/window/ewm.py b/pandas/core/window/ewm.py
index 0fc6c8a23f5f2..d2de7010fe536 100644
--- a/pandas/core/window/ewm.py
+++ b/pandas/core/window/ewm.py
@@ -273,10 +273,6 @@ def __init__(
             self.halflife = None
             self.com = get_center_of_mass(com, span, halflife, alpha)
 
-    @property
-    def _constructor(self):
-        return ExponentialMovingWindow
-
     def _get_window_indexer(self) -> BaseIndexer:
         """
         Return an indexer class that will compute the window start and end bounds
@@ -508,6 +504,10 @@ class ExponentialMovingWindowGroupby(BaseWindowGroupby, ExponentialMovingWindow)
     Provide an exponential moving window groupby implementation.
     """
 
+    @property
+    def _constructor(self):
+        return ExponentialMovingWindow
+
     def _get_window_indexer(self) -> GroupbyIndexer:
         """
         Return an indexer class that will compute the window start and end bounds
diff --git a/pandas/core/window/expanding.py b/pandas/core/window/expanding.py
index 94875ba86db65..f5f4dba59965c 100644
--- a/pandas/core/window/expanding.py
+++ b/pandas/core/window/expanding.py
@@ -64,10 +64,6 @@ class Expanding(RollingAndExpandingMixin):
     def __init__(self, obj, min_periods=1, center=None, axis=0, **kwargs):
         super().__init__(obj=obj, min_periods=min_periods, center=center, axis=axis)
 
-    @property
-    def _constructor(self):
-        return Expanding
-
     def _get_window_indexer(self) -> BaseIndexer:
         """
         Return an indexer class that will compute the window start and end bounds
@@ -281,6 +277,10 @@ class ExpandingGroupby(BaseWindowGroupby, Expanding):
     Provide a expanding groupby implementation.
     """
 
+    @property
+    def _constructor(self):
+        return Expanding
+
     def _get_window_indexer(self) -> GroupbyIndexer:
         """
         Return an indexer class that will compute the window start and end bounds
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index e6185f8ae0679..67a0cc294fe0e 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -1009,10 +1009,6 @@ class Window(BaseWindow):
     2013-01-01 09:00:06  4.0
     """
 
-    @property
-    def _constructor(self):
-        return Window
-
     def validate(self):
         super().validate()
 
@@ -1884,10 +1880,6 @@ def _on(self) -> Index:
                 "must be a column (of DataFrame), an Index or None"
             )
 
-    @property
-    def _constructor(self):
-        return Rolling
-
     def validate(self):
         super().validate()
 
@@ -2143,6 +2135,10 @@ class RollingGroupby(BaseWindowGroupby, Rolling):
     Provide a rolling groupby implementation.
     """
 
+    @property
+    def _constructor(self):
+        return Rolling
+
     def _get_window_indexer(self) -> GroupbyIndexer:
         """
         Return an indexer class that will compute the window start and end bounds