Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column $1,$ the fraction of the portfolio allocated to each sector in column $2,$ the benchmark or neutral sector allocations in column $3,$ and the returns of sector indices in column $4.$ What was the contribution of security selection to relative performance?

$\backslash$table$[[,\backslash$table$[[$Actual$],[$Return$]],\backslash$table$[[$Actual$],[$Weight$]],\backslash$table$[[$Benchmark$],[$Weight$]],\backslash$table$[[$Index$],[$Return$]],],[$Equity$,2\mathrm{.}00\%,0\mathrm{.}65,0\mathrm{.}60,2\mathrm{.}50\%,($S&P $500)],[$Bonds$,1\mathrm{.}00\%,0\mathrm{.}25,0\mathrm{.}30,1\mathrm{.}20\%,($Barclay$\text{'}$s Aggregate$)],[$Cash$,0\mathrm{.}50\%,0\mathrm{.}10,0\mathrm{.}10,0\mathrm{.}50\%,]]$

$+0\mathrm{.}07\%$

$-0\mathrm{.}15\%$

$-0\mathrm{.}31\%$

$-0\mathrm{.}35\%$

$-0\mathrm{.}38\%$