It took exactly four weeks for great expectations to be replaced by wet-blanket reality. Bangladeshis came in the thousands to the Sher-e-Bangla Stadium on February 19, many of them with no hope of getting inside.
Sehwag lashed the first ball he faced for four and by the end of the innings, Bangladesh had a 371-run mountain to climb.
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It was a body blow from which they never really recovered.
They managed one convincing victory, against the Netherlands, but were decidedly fortunate to see off Ireland.
Against England in Chittagong, they appeared to have blown it only for James Anderson and his fellow bowlers to lose their moorings completely.
At the start of the tournament, most thought that three wins might give a team a place in the last eight.
But by Saturday afternoon, most Bangladeshis knew that even net run-rate calculations could not save them.
As much as they will cherish the win against England, the abiding memory for most supporters will be two traumatic days in what was supposed to be their Mirpur stronghold.
Against the West Indies and South Africa, they lasted a combined 46.5 overs, scoring 136 runs. A Sunday League side would have been embarrassed.
So, where did the dream turn sour?
The expectations did not help. Even India's experienced campaigners have struggled with it over the past month. Bangladesh's squad, with most players under 25, did not stand a chance.
Tamim Iqbal, who turned 22 on Sunday, was supposed to be their Sehwag. Instead, he finished with 157 runs. Only once — a subdued 70 against India — did he score a half-century.
Imrul Keyes scored two and was the only Bangladeshi to average more than 30. World Cups are not won with featherweight batting.
On slow and low pitches, conditions that they exploited to the full while beating New Zealand 4-0 late last year, the bowlers were economical.
But there was no cutting edge, no bowler who looked like he could decimate a batting line-up. Shafiul Islam led the line admirably, but a Mashrafe Mortaza he was not.
In a way, that success against New Zealand was the worst thing that could have happened to the team, giving millions a distorted picture of their prowess.
While New Zealand have seldom played as poorly in the last quarter-century, Bangladesh did most things right, with Shakib Al Hasan outstanding while leading from the front.Shakib must take some of the blame by picking a fight he could not win.
You can get away with curt answers to the media — some stupid questions deserve nothing less — but there is no quicker way to alienate the fan base than to show them the middle finger, as he did, less than discreetly, in the aftermath of the West Indies game.
It was a different story after the South Africa game."The way we have been performing for the past 12 months meant that most of the fans were expecting us to do better than we did," he said.
"But we let them down and I feel sorry for them."
In Dhaka's Daily Star, Mohammad Isam wrote: "There is little doubt over his quality as a cricketer, a captain and a human being, but Shakib should take this World Cup as the perfect lesson in handling success and failure properly.
"Since he's a public figure, and a big one at that, treading that fine line can take some doing. But that is what is expected of this country's cricket captain."
Shakib turns 24 later this week. This chastening month could yet be the making of him and his young side.