In January, it has become traditional in England to dwell on the idea of the “January Blues”. Money is short; Christmas is over; the days are dark. This gloom is hardly dispelled by our latest fad for eschewing alcohol for the month, removing any thread of cheer we might once have clung to. But to really, fully throw yourself into the chilly despair of January’s bitterest blues, you can’t beat an icy, bare-souled stroll through Schubert’s Winterreise.

Schubert was famously so overwhelmed with depression while composing Winterreise that, having invited his friends over to hear its première performance, he failed to turn up. When he eventually pulled himself together enough to physically perform the songs, some months later, his friends didn’t like them much. And indeed, though they have moments of exquisite beauty, these songs are not altogether meant to be liked. Like the red Rose fashioned by Oscar Wilde’s Nightingale out of her heart’s blood (The Happy Prince and Other Tales, 1888), this is a beauty constructed entirely from pain. Wilhelm Müller, the unhappy author of the 24 poems which inspired Schubert, died of a sudden heart attack aged only 32 in 1827, the year before Schubert published his cycle; and at the end of 1828, mere days after working on its last twelve songs, Schubert himself died, aged 31, of the syphilis he had contracted six years earlier. Composed, then, in an atmosphere of early death and decay, Winterreise is an allegorical journey of rejection, loss and despair which leaves no hope alive.

Our hero is displaced in his beloved’s affections by a richer suitor. His initial anger and bewilderment give way to pain, nostalgia and eventually madness as he walks away from her house through the unremittingly icy blasts of the winter’s night, resting without sleeping, walking through the dawn. Finally, tragically and perhaps transcendently he encounters the hurdy-gurdy man, who may be Death, Fate, our hero’s own future, or Schubert’s bitterly ironic vision of himself; we can only wonder. The eerie formlessness of Schubert’s last song gives no clue. Schubert stayed faithful to Müller’s poems, but altered their order slightly in order to shape his hero’s journey from one bitter, specific experience to an overall resignation of love, life and hope, the three elements which I consider to be the three mysterious Nebensonnen (“Phantom Suns”) of number 23: when love and hope have left our hero, only his life uselessly remains. Whether he actually lives or dies at the culmination of the cycle is unclear, and in any case, unimportant, given what he has lost.

It is often said that Winterreise is shattering to sing. The cycle of songs works as a complete dramatic monologue, demanding emotionally and technically. The sheer feat of memory and imagination required to perform it is terrifying in itself. Gerald Finley, fresh from a mindblowing performance as the wounded king Amfortas in Stephen Langridge’s Parsifal (ROH, 2013), is perhaps in an ideal place to embark on Winterreise. His voice, still strongly lyrical in its upper ranges, has taken on some Wagnerian darkening at the lower end which suits the Schubert remarkably well. At Wigmore Hall, Finley is anguished and tender by turns; impassioned and bitter; angry and numb. He gives a lyrical, polished performance which does absolute justice to the music.

Each song is delivered in its own emotional signature: Die Wetterfahne, mocking and angry; Der Lindenbaum, smooth and lyrical; Auf dem Flusse, wracked with pain; Rüchblick, burning with desperate energy. In the almost unhinged Frülingstraum, he opened with a shiningly sweet tone, which developed into a brilliant contrast between the furious and the plangent. Although not everything worked – I think it is almost impossible for any one to sing Der stürmische Morgen fiercely enough, although Finley gave it a good shot, and occasionally he seemed to land on an unexpected note, though it was always smoothly corrected – it was a balanced rendition which brought shivers down my spine (in Der Wegweiser) and tears to my eyes (in Das Wirtshaus). As his tour begins, I can only imagine Finley’s Winterreise will get better and better as he performs it more and more.

Meanwhile, Julius Drake’s piano is beautiful, thoughtful, cruel and uncaring – everything it should be. His playing has a soft, lambent touch which creates instant atmosphere, and he contrasts Schubert’s pretty moments and dramatic swells with aplomb. We did have one brutally loud note which seemed to cut into the vocal line like ice, but as an illustration of the world’s rejection of the hero, it couldn’t have worked better. In other places, the theme of happiness in the piano line sounded like a sample from a half-remembered film: distant, fey, and compromised. The intriguing harmonic structure of Die Krähe came across beautifully, as did the precariously suspended tone of Letzte Hoffnung.

A wintry treat – with or without some restorative brandy, when you recover afterwards.