 In retirement, Day turned to writing produced two volumes of memoirs entitled "Reminiscences of the Turf" (1886) and "Turf Celebrities I Have Known" (1891).He also published books on breeding and training racehorses.William's son Alfred Day (not to be confused with his uncle) was a successful trainer, winning races including the Goodwood Cup, Stewards' Cup and Lincolnshire Handicap.