Rolling accumulation

Dicken please try with: 

let
    alist = {1 .. 15},
    window = 3,
    pad = List.Repeat({0}, window - 1),           // {0, 0}
    padded = List.Combine({pad, alist}),          // {0,0,1,2,...,15}
    positions = {0 .. List.Count(alist) - 1},     // 0-based indices for final result
    buckets = List.Transform(
        positions,
        each List.Range(padded, _, window)        // always take exactly 'window' items
    )
in
    buckets

Dicken Another option could be with List.Accumulate: 

let
    alist = {1 .. 15},
    window = 3,
    buckets = List.Accumulate(
        {1 .. List.Count(alist)},
        {},
        (state, current) => 
            state & {
                if current <= window 
                then List.Range(alist, 0, current)
                else List.Range(alist, current - window, window)
            }
    )
in
    buckets