Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes

Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes
By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee Donald Wort

Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes
Table 6A.1 Monthly Returns for the Wilshire 5000 Equity Indexes, January 29, 1971–December 31, 1984 Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation * Yield Return Appreciatio n Ending (%) 1/29/71 5.184 0.127 5.311 14.528 0.114 14.642 2/26/71 1.381 0.418 1.799 4.982 0.216 5.198 3/31/71 4.266 0.209 4.475 5.702 0.199 5.901 4/30/71 3.479 0.104 3.583 3.857 0.100 3.957 5//28/71 −3.707 0.401 −3.306 −4.692 0.217 −4.475 6/30/71 0.226 0.166 0.392 −1.534 0.182 −1.352 7/30/71 −3.688 0.103 −3.585 −4.822 −4.722 8/31/71 3.524 0.450 3.974 3.870 0.241 4.111 9/30/71 −0.540 0.163 −0.377 −0.346 0.180 −0.166 10/29/71 −4.035 0.179 −3.856 −5.471 0.123 −5.348 11/30/71 −0.704 0.416 −0.288 −3.481 0.253 −3.228 12/31/71 8.966 0.177 9.143 11.667 0.200 11.867

Table 6A.1 (Continued) Value-Weight Index Equal-Weighted Index Price
Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 1/31/72 2.895 0.120 3.015 10.110 0.109 10.219 2/29/72 2.976 0.395 3.371 4.606 0.209 4.815 3/30/72 0.726 0.202 0.928 0.524 0.168 0.692 4/28/72 0.629 0.106 0.735 0.896 0.102 0.998 5/31/72 1.363 0.416 1.779 −1.782 0.221 −1.561 6/30/72 −2.228 0.149 −2.079 −3.400 0.178 −3.222 7/31/72 3.120 0.386 3.506 1.070 1.291 8/31/72 9/29/72 −0.938 0.164 −0.774 −2.794 0.166 −2.628 10/31/72 0.762 0.138 0.900 −1.241 0.135 −1.106 11/30/72 4.273 0.418 4.691 4.017 0.257 4.274 12/29/72 0.136 1.064 −1.513 0.188 −1.325 1/31/73 −2.801 0.115 −2.686 −2.973 0.090 −2.883 2/28/73 −4.688 0.357 −4.331 −7.707 0.190 −7.517 3/30/73 −0.842 0.154 −0.688 −2.921 0.194 −2.727 4/30/73 −5.066 0.127 −4.939 −7.340 −7.205 5/31/73 −2.830 0.453 −2.377 −8.621 0.262 −8.359

Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciatio n* Yield Return Appreciati on Ending (%) 6/29/73 −0.986 0.170 −0.816 −4.213 0.201 −4.012 7/31/73 5.483 0.140 5.623 11.303 0.135 11.438 8/31/73 −3.472 0.431 −3.041 −4.686 0.261 −4.425 9/28/73 5.101 0.156 5.257 7.770 0.174 7.944 10/31/73 −0.029 0.173 0.144 0.125 0.149 0.274 11/30/73 −12.684 0.474 −12.210 −18.335 −18.061 12/31/73 0.833 0.200 1.033 −4.521 0.285 −4.236 1/31/74 0.214 0.158 0.372 13.350 0.165 13.515 2/28/74 −0.175 0.467 0.292 0.513 0.279 0.792 3/29/74 −2.682 0.199 −2.483 0.682 0.246 0.928 4/30/74 −4.691 0.180 −4.511 −5.788 −5.615 5/31/74 −4.944 0.556 −4.388 −7.562 0.322 −7.240

Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 6/28/74 −2.702 0.238 −2.464 −3.620 0.287 −3.333 7/31/74 −7.192 0.180 −7.012 −5.687 0.192 −5.495 8/30/74 −9.659 0.670 −8.989 −9.071 0.369 −8.702 9/30/74 −11.289 0.296 −10.993 −8.507 0.319 −8.188 10/31/74 16.250 0.313 16.563 9.238 0.252 9.490 11/29/74 −4.934 0.714 −4.220 −5.554 0.408 −5.146 12/31/74 −2.883 0.297 −2.586 −8.634 0.417 −8.217 1/31/75 14.431 0.194 14.625 31.170 0.241 31.411 2/28/75 5.525 0.672 60197 5.510 0.351 5.861 3/31/75 2.444 0.281 2.725 8.283 0.346 8.629 4/30/75 4.615 0.212 4.827 3.092 0.190 3.282 5/30/75 5.015 0.614 5.629 7.483 0.352 7.835 6/30/75 4.720 0.240 4.960 7.321 0.298 7.619 7/31/75 −6.321 0.188 −6.133 −1.078 0.187 −0.891 8/29/75 −2.644 0.532 −2.112 −5.116 0.316 −4.800 9/30/75 −4.129 0.286 −3.843 −4.324 0.356 −3.968 10/31/75 5.332 5.584 1.418 0.217 1.635

Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 11/28/75 2.618 0.544 3.162 1.688 0.326 2.014 12/31/75 −1.247 0.255 −0.992 −0.396 0.381 −0.015 1/30/76 12.283 0.204 12.487 19.963 0.180 20.143 2/27/76 0.161 0.511 0.672 10.993 0.279 11.272 3/31/76 2.448 0.249 2.697 2.346 0.289 2.635 4/30/76 −1.088 0.132 −0.956 −0.453 0.237 −0.216 5/28/76 −1.580 0.624 −2.003 0.306 −1.697 6/30/76 4.011 0.224 4.235 2.938 0.172 3.110 7/30/76 −0.762 0.142 −0.620 0.446 0.162 0.608 8/31/76 −0.761 0.589 −0.172 −1.725 0.348 −1.377 9/30/76 2.199 0.227 2.426 1.490 0.287 1.777 10/29/76 −2.262 0.184 −2.078 −2.539 0.185 −2.354 11/30/76 −0.072 0.693 0.621 2.530 0.388 2.918 12/31/76 6.108 0.213 6.321 10.683 0.341 11.024

Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 1/31/77 −3.702 0.161 −.3541 3.324 0.175 3.499 2/28/77 −2.056 0.589 −1.467 0.143 0.306 0.449 3/31/77 −1.240 0.246 −0.994 1.150 0.289 1.439 4/29/77 0.520 0.663 1.576 0.092 1.668 5/31/77 −1.260 0.129 −1.131 2.302 0.249 2.551 6/30/77 4.196 0.912 5.108 5.182 0.298 5.480 7/29/77 −1.471 0.131 −1.340 4.165 0.172 4.357 8/31/77 −1.991 0.697 −1.294 −0.605 0.340 −0.265 9/30/77 −0.021 0.283 0.262 1.036 0.268 1.304 10/31/77 −4.040 0.212 −3.828 −2.208 0.215 −1.993 11/30/77 3.616 0.835 4.451 7.258 0.372 7.630 12/30/77 0.258 0.847 1.602 0.348 1.950 1/31/78 −5.724 0.191 −5.533 −1.132 0.176 −0.956 2/28/78 −1.734 0.730 −1.004 2.291 0.374 2.66

Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 3/31/78 3.106 0.341 3.447 6.506 0.332 6.892 4/28/78 8.092 0.179 8.271 8.538 0.171 8.709 5/31/78 1.553 0.822 2.375 6.640 0.367 7.007 6/30/78 −1.362 0.273 −1.089 0.525 0.299 0.824 7/31/78 5.579 0.183 5.762 5.241 0.169 5.410 8/31/78 3.608 0.671 4.279 9.303 0.331 9.634 9/29/78 −0.802 0.286 −0.516 0.085 0.258 0.343 10/31/78 −10.961 0.251 −10.710 −18.607 0.201 −18.406 11/30/78 2.415 0.812 3.227 3.949 0.412 4.361 12/29/78 1.589 0.288 1.877 1.050 0.371 1.421 1/31/79 4.564 0.235 4.799 9.601 0.222 9.823 2/28/79 −3.009 0.688 −2.321 −2.253 0.349 −1.904 3/30/79 6.601 0.285 6.886 8.463 0.326 8.789 4/30/79 0.710 0.238 0.948 2.573 0.216 2.789 5/31/79 −2.344 0.845 −1.499 −0.916 0.359 −0.557 6/29/79 4.798 0.272 5.070 5.153 0.321 5.474 7/31/79 0.966 0.224 1.190 1.886 0.211 2.097

Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 8/31/79 5.746 0.797 6.543 7.507 0.386 7.893 9/28/79 0.365 0.267 0.632 −0.528 0.240 −0.288 10/31/79 −7.422 0.294 −7.128 10.276 0.229 −10.047 11/30/79 5.427 0.774 6.201 6.253 0.405 6.658 12/30/79 2.354 0.295 2.649 4.735 0.357 5.092 1/31/80 6.930 0.242 7.172 9.144 0.231 9.375 2/29/80 −0.454 0.679 0.225 −2.590 0.338 −2.252 3/31/80 −12.429 0.284 −12.145 −16.146 0.319 −15.827 4/30/80 4.516 0.226 4.742 5.061 0.222 5.283 5/30/80 5.108 0.781 5.889 6.819 0.412 7.231 6/30/80 3.371 0.333 3.704 3.892 0.385 4.277 7/31/80 6.646 0.245 6.891 9.722 0.207 9.929 8/29/80 2.006 0.559 2.565 5.548 0.327 5.875 9/30/80 2.635 0.283 2.918 3.068 0.281 3.349 10/31/80 2.257 0.274 2.531 2.958 0.224 3.182 11/28/80 10.252 0.595 10.847 5.230 5.504 12/31/80 −4.230 0.265 −3.965 −3.813 0.288 −3.525

Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 1/30/81 −4.445 0.171 −4.274 −0.195 0.166 −0.029 2/27/81 0.691 0.595 1.286 −0.205 0.288 0.083 3/31/81 4.706 0.306 5.012 7.561 0.293 7.854 4/30/81 −0.986 0.227 −0.759 2.820 30.47 5/29/81 0.705 0.634 1.339 4.220 0.276 4.496 6/30/81 −1.387 0.636 −0.751 −1.274 0.267 −1.007 7/31/81 −0.655 0.177 −0.478 −2.009 0.149 −1.860 8/31/81 −6.155 0.638 −5.517 −7.317 0.240 −7.077 9/30/81 −6.843 0.286 −60557 −9.007 0.222 −8.785 10/30/81 5.711 0.327 6.038 8.065 0.215 8.280 11/30/81 3.818 0.684 4.502 2.573 2.840 12/31/81 −3.015 −2.729 −1.155 0.246 −0.909 1/29/82 −3.023 0.144 −2.879 −1.679 0.118 −1.561 2/26/82 −6.172 0.645 −5.527 −4.759 0.233 −4.526 3/31/82 −1.424 0.398 −1.026 −0.409 0.274 −0.135 4/30/82 4.139 0.183 4.322 5.772 0.214 5.986 5/28/82 −3.629 0.815 −2.814 −2.402 0.269 −2.133 6/30/82 −2.825 0.345 −2.480 −3.410 0.255 −3.155 7/30/82 −2.261 −2.095 −0.546 0.121 −0.425 8/31/82 10.934 0.997 11.931 7.799 0.318 8.117 9/30/82 1.300 0.290 1.590 3.905 0.219 4.124 10/29/82 11.453 11.699 13.863 0.174 14.037 11/30/82 4.214 0.676 4.890 9.551 0.243 9.794 12/31/82 1.130 1.363 3.254 3.468

Table 6A.1 (Continued) Value-Weight Index Equal-Weighted Index Price Dividends Total Month Appreciation* Yield Return Appreciation Ending (%) 1/31/83 3.953 0.206 4.159 12.194 0.141 12.335 2/28/83 2.594 0.613 3.207 5.266 0.241 5.507 3/31/83 3.365 0.298 3.653 6.182 0.215 6.397 4/29/83 7.302 0.130 7.432 8.207 0.110 8.317 5/31/83 0.758 0.533 1.291 10.085 0.214 10.299 6/30/83 3.572 0.300 3.872 4.785 0.186 4.971 7/29/83 −3.251 0.126 −3.125 −1.396 0.103 −1.293 8/31/83 0.040 0.545 0.585 −2.505 0.200 −2.305 9/30/83 1.368 0.293 1.661 0.448 0.161 0.609 10/31/83 −2.867 0.175 −2.692 −5.417 0.121 −5.296 11/30/83 2.331 0.503 2.834 4.127 0.190 4.317 12/30/83 −1.352 0.244 −1.108 −1.563 0.185 −1.378 1/31/84 −1.797 0.191 −1.606 0.738 0.162 0.900 2/29/84 −4.472 0.494 −3.978 −5.108 0.179 −4.929 3/30/84 1.054 0.343 1.397 1.188 0.198 1.386 4/30/84 0.089 0.174 0.263 −1.674 0.118 −1.556 5/31/84 −5.831 0.519 −5.312 −4.530 0.180 −4.350 6/29/84 2.029 0.390 2.419 1.873 0.207 2.080 7/31/84 −2.191 0.203 −1.988 −4.293 0.125 −4.168 8/31/84 10.749 0.591 11.340 10.609 10.816 9/28/84 −0.238 0.297 0.059 0.518 0.154 0.672 10/31/84 −0.306 −0.013 0.148 −1.415 11/30/84 −1.533 0.454 −1.079 −2.358 0.170 −2.188 12/31/84 2.105 0.329 2.434 1.388 1.579 *Represents monthly percentage change in Wilshire 5000 Equity Index. Source: Wilshire Associates

Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes

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Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes

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