The Performance features 11 tracks each written by a different songwriter. This closing track was written by The Pet Shop Boys.
Billboard magazine asked Dame Shirley if she had a favorite track on The Performance. She replied: "I love all of them. But the Pet Shop Boys' song got right into my head and made me sob, and not many songs do that. You can get too carried away with a song, especially onstage, but you can't be crying during every one. When I heard that, after doing all the other songs, it was just too much for me. I don't need to write a book. The record is my autobiography."