If Mike Baird has his way, he'll be standing in front of a lot more broken sandstone in the next few years.

The Premier used the latest milestone on the North West Rail Link project to remake his case for the privatisation of electricity assets on Tuesday, saying he did not want to wait any longer to move on the transaction.

"We said that we were going to build this project before we came to government and we are getting on with the job of doing exactly that," said Mr Baird, minutes before a tunnelling machine, known as Elizabeth, broke through into a hole in the ground that will one day be a train station.

"When we say we are going to build something that's exactly what we are going to do and I can assure you we are just warming up," he said.