>library(PortRisk)
>data(SnP500Returns)
>stocks <- c("AAPL","IBM","INTC","MSFT")
>w <- c(10000,40000,20000,30000)
>begdate<-"2013-01-01"
>enddate<- "2013-01-31"
>risk.attribution(tickers=stocks,weights=w,start=begdate,
end =enddate,data=SnP500Returns)