The Wilshire 5000 is about as broad as an index gets.

There are over 9,000 companies traded on all of the U.S. equity markets, and the Wilshire 5000 tries to capture a broad sense for how they are performing. Though the index says 5000, there are actually just under 7,000 listed stocks in the index.

It is a cap-weighted index meaning bigger stocks have more influence, and vice versa. It can be considered the broadest index of all U.S. equity markets.

This index was first published by Barron's on January 13th, 1975. It is tracked by professional and institutional investors, as well as by the Federal Reserve Board.

What is a Market Index?
What Is Market Capitalization?