You should be able to do that in yahoo finance, free. You build a portfolio and then make the view one that shows the yield. There are lots of fields to pick from. The only thing is, it will tell you the annual dividend but the "yield" column is based on the current price of the stock, not what you paid. I've tried to get it to calculate based on my cost, but it's not an option.
You probably have to have a yahoo ID, not sure.
Retired July 2, 2010 at 62. My only regret is that I couldn't do it sooner.