Burns admitted it was a tough way to bow out.

"You'd probably want to lose in normal time really," he said.

"But I'm extremely proud of the boys. I thought we did ever so well. I thought we did enough but you've got to take your hat off to Wellington."

"They've had a very good season and a fantastic crowd out here today. It just wasn't our day. It's a horrible way to go out."

Burns didn't believe nerves had played a part in the penalty misses.

"They are not easy to take," he said. "The boys that stepped up took good penalties.

"It seems like a simple kind of kick but the goal gets smaller and smaller and you get up there ... to go out like that you can't really do much about it.

"We've had everyone writing us off and we showed that in 120 minutes that we're a good side.

"We played them off the pitch but if you don't put the ball in the back of the net it normally comes back to bite you and today it did."

 "I'm proud of the boys and I thought we probably created the better chances of the game," added Perth coach Mitchell.

"We all know it's not easy to come here. I'm proud of their achievement this year.

It's a sad way to go but the game plan and the way we played was great."