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Pick an index: Wilshire 5000 is easier to track

 Excerpts:

The DJ Wilshire 5000 and MSCI U.S. Broad Market index both try to measure the entire stock market. Unlike the Standard & Poor's 500, which tracks 500 of the stock market's most valuable companies, the DJ Wilshire 5000 and MSCI U.S. Broad Market indexes try to own the big, the small and everything in between.

... It's also easy to track the DJ Wilshire 5000 because investors can buy shares in an ETF that tracks it, the SPDR DJ Wilshire Total Market ETF (TMW). You can track the index by entering TMW into any stock quote service.

Comment: Chart above (from Yahoo finance) shows it beating the DOW over 2 years.

Broad diversification. Chart below. Source