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Question: An active portfolio manager outperformed the benchmark last year by 2.26 %, where the benchmark is the S&P500 index. In analyzing the portfolio for return attribution using the Carhart 4 factor model, you find the following results:

Factor	Portfolio Sensitivity	Benchmark sensitivity	Factor return (%)
RFRF	1.05	1.02	4.67
SMB	-1.05	-0.99	2.54
HML	0.47	0.02	4.71
WML	0.35	-0.02	6.22

What was the return to the portfolio resulting from the security selection component?

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