I am trying to find index price levels for the CRSP value weighted index (excl. distributions), not pre-calculated returns. I have access to WRDS, where I can download the returns on the index and also "Total Market Value" and "Market Value of Securities Used"
(location in WRDS: Get Data -> CRSP -> Annual Update -> Stock / Security Files -> CRSP Stock Market Indexes (NYSE/AMEX/NASDAQ/ARCA))
However, neither of these, when computing the returns, yield the exact same return as I get from downloading the already computed value weighted returns on the same page in WRDS...
This is a bit confusing and bothersome, as I need the raw index price data to easily calculate returns over odd periods (without adding or multiplying together log / simple returns which could be done with the already calculated returns data)
Am I missing something in WRDS or is this simply not available?