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Wilshire 5000 Composite Index
Measures the performance of all U.S. equity securities with readily available price data. Over 5,000 capitalization weighted security returns are used to adjust the index. The Dow Jones Wilshire 5000 base is its December 31, 1980 capitalization of $1,404.596 billion. Therefore, the index is an excellent approximation of dollar changes in the U.S. equity market. For instance, values of 2157.146 on 12/30/85 and 2164.690 on 12/31/85 represent an approximate increase of $7.5 billion. The Dow Jones Wilshire 5000 is the best measure of the entire U.S. stock market.
And you can download the components into XLS format.
