They had been tipped heavily for the drop back to the Championship heading into the campaign but they caused a stir with the performance.
Wanderers started stronger and more committed and were rewarded when Kevin Nolan broke the deadlock after 15 minutes and then Michael Ricketts doubled their lead on 33 minutes.
Just before the break, Nolan bagged his second of the afternoon and the first half rout was completed when Per Frandsen fired home a free-kick to make it 4-0.
The five-star performance was wrapped up when the Danish midfielder curled the ball into the back of the net from another set-piece.