From research by Hank Bessembinder in the forthcoming Journal of Financial Economics publication:

Do Stocks Outperform Treasury Bills

Data:

U.S. public stock market wealth creation by company, measured as of Dec. 31, 2019

U.S. public stock market wealth creation by company, measured as of Dec. 31, 2016

Code to generate wealth creation outcomes

Please see below for further information:

W.P. Carey School of Business link:

Research Page