Active return decomposed: asset allocation return + security selection return

Hi, this question relates to Reading #51 - Analysis of Active Portfolio Management, specifically to Active Return decomposed in asset allocation return + security selection return.

I do not understand the formulas.

E(Ra) = Asset Allocation Return + Security Selection Return

E (Ra) = (Sum of Active Weights * Benchmark returns) + (Sum of Active Returns * _ Portfolios weights _)

Why Benchmark Returns?? And why Portfolio weights??

Thanks for your help!

Wanted to bump this:

My confusion is the follows:

If we want to look at active return we can most simply take (Rp x Wp) - (Rb x Wb)

What if we want to look at what is attributable to weighting and whats to stock selection?

Schweser says you can do (Change W x Br) ?

What is the easiest way to look at weighting alpha and stock selection alpha? Most specifically I am looking at the Schweser Blue Box on P199 (Example: Active Return)