Answered By: Edward Bilodeau
Last Updated: Jul 12, 2017     Views: 252

Log into WRDS and choose CRSP.
Daily and monthly stock files and indices from December 1925 -- 
The files are updated annually.

Also look at the book, Ibbotson Associates Stocks, Bonds, Bills, and Inflation - Classic Edition HG4501 S792(reference collection, first floor) and Stocks, Bonds, Bills, and Inflation - Valuation Edition HG4028 V3 S76332 (reference collection, first floor).

See also Bloomberg (3rd floor (Room M3-53B), Humanities/McLennan Library). Bloomberg can perform a Total Return Analysis for a security.
Type the company's ticker symbol, hit the yellow EQUITY key, type TRA then hit GO.
To compare an equity's total return against an index,
type the company's ticker symbol, hit EQUITY, type COMP, then hit GO.

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