The reference is to William (Will) Kemp, a morris dancer 
extroardinaire, celebrated clown, actor and sometime partner 
with Will Shakespeare in "The Globe" Theater.  He sold his 
share in the theater after a falling-out with "The Bard,"
reputedly over having a dog included in the
production of "Hamlet." (Kemp was portrayed most
admirably by Pat Barlowe in the movie, "Shakespeare
In Love.")  Apparently to 'prove' that he was still popular 
with the commons, he staged a morris-dancing sojurn from 
London to Norwitch which he accomplished in nine 
days ( give-or-take a month or so, but hey... )
and then wrote a book about his exploit, "A Nine Daies 
Wonder", from whence we get the expression still used.  
Weelkes was obviously struck by the whole thing and 
wrote the tune.  


Ah, trivia... where would we be without you?