Wyndham had always dreamed of building a theatre of his own, and through the admiration of a patron and the financial confidence of friends, he was able to realise his dream. Wyndham's Theatre opened on 16 November 1899, in the presence of the Prince of Wales. The first play performed there was a revival of T. W. Robertson's "David Garrick". A number of successes followed, including Lena Ashwell playing the lead role in "Mrs Dane's Defence" in 1900, upon which Wyndham said that “"the applause when the curtain fell was the most tremendous he had ever known"”.