Wood conducted his own compositions and arrangements from time to time. He gave his "Fantasia on Welsh Melodies" and "Fantasia on Scottish Melodies" on successive nights in 1909. He composed the work for which he is most celebrated, "Fantasia on British Sea Songs", for a concert in 1905, celebrating the centenary of the Battle of Trafalgar. It caught the public fancy immediately, with its mixture of sea-shanties, together with Handel's "See the Conquering Hero Comes" and Arne's "Rule, Britannia!". He played it at the Proms more than 40 times, and it became a fixture at the "Last Night of the Proms", the lively concert marking the end of each season. It remained so under his successors, though often rearranged, notably by Sir Malcolm Sargent. A highlight of the Fantasia is the hornpipe ("Jack's the Lad"); Wood said of it: