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Derivatives (Uncollateralized Amounts Due Under WM Life Re's OTC Derivative Contracts) (Details) (White Mountains Life Re, USD $)
In Millions, unless otherwise specified
Mar. 31, 2015
Rating
Dec. 31, 2014
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments $ 47.0us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet $ 56.4us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
Collertal provided to counterparty in cash 1.6us-gaap_DerivativeCollateralRightToReclaimCash 3.5us-gaap_DerivativeCollateralRightToReclaimCash
Collateral provided to counterparty in financial instruments 0us-gaap_DerivativeCollateralRightToReclaimSecurities 0us-gaap_DerivativeCollateralRightToReclaimSecurities
Net amount of exposure after effect of collateral 48.6us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral 59.9us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
Excess collateral provided to counterparty in cash 27.4wtm_Excesscollateralprovidedtocounterpartyincash 17.7wtm_Excesscollateralprovidedtocounterpartyincash
Derivative, Collateral, Right to Reclaim Securities 4.5wtm_Excesscollateralprovidedtocounterpartyinfinancialinstruments 9.5wtm_Excesscollateralprovidedtocounterpartyinfinancialinstruments
Counter-party collateral held by WMLife Re - Cash 7.4us-gaap_DerivativeCollateralObligationToReturnCash 9.9us-gaap_DerivativeCollateralObligationToReturnCash
Net amount of exposure to counter-party 73.1wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments 77.2wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
S and P Credit Ratings 23wtm_SAndPCreditRatings  
Standard & Poor's, A Rating | Bank of America [Member]    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 4.9us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
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Net amount of exposure to counter-party 4.9wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
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Standard & Poor's, A Rating | Barclays    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 0us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
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Net amount of exposure to counter-party 0wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
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Standard & Poor's, A Rating | Citigroup - OTC    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 18.6us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
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Excess collateral provided to counterparty in cash 0.7wtm_Excesscollateralprovidedtocounterpartyincash
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Standard & Poor's, A Rating | Citigroup Exchange Traded [Member]    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments (1.2)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
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Standard & Poor's, A plus | JP Morgan    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 21.3us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
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Net amount of exposure to counter-party 13.9wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
/ us-gaap_CounterpartyNameAxis
= wtm_JPMorganChaseMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
15.5wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
/ us-gaap_CounterpartyNameAxis
= wtm_JPMorganChaseMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Standard & Poor's, BBB+ Rating [Member] | Nomura [Member]    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments (0.4)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
(3.5)us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Collertal provided to counterparty in cash 0.4us-gaap_DerivativeCollateralRightToReclaimCash
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
3.5us-gaap_DerivativeCollateralRightToReclaimCash
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Collateral provided to counterparty in financial instruments 0us-gaap_DerivativeCollateralRightToReclaimSecurities
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0us-gaap_DerivativeCollateralRightToReclaimSecurities
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Net amount of exposure after effect of collateral 0us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Excess collateral provided to counterparty in cash 5.6wtm_Excesscollateralprovidedtocounterpartyincash
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
1.7wtm_Excesscollateralprovidedtocounterpartyincash
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Derivative, Collateral, Right to Reclaim Securities 4.5wtm_Excesscollateralprovidedtocounterpartyinfinancialinstruments
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
9.5wtm_Excesscollateralprovidedtocounterpartyinfinancialinstruments
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Counter-party collateral held by WMLife Re - Cash 0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Net amount of exposure to counter-party 10.1wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
11.2wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
/ us-gaap_CounterpartyNameAxis
= wtm_NomuraMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Standard & Poor's, A- Rating | Royal Bank of Scotland    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 3.8us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
4.0us-gaap_DerivativeFairValueAmountOffsetAgainstCollateralNet
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Collertal provided to counterparty in cash 0us-gaap_DerivativeCollateralRightToReclaimCash
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0us-gaap_DerivativeCollateralRightToReclaimCash
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Collateral provided to counterparty in financial instruments 0us-gaap_DerivativeCollateralRightToReclaimSecurities
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0us-gaap_DerivativeCollateralRightToReclaimSecurities
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Net amount of exposure after effect of collateral 3.8us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
4.0us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Excess collateral provided to counterparty in cash 0wtm_Excesscollateralprovidedtocounterpartyincash
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0wtm_Excesscollateralprovidedtocounterpartyincash
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Derivative, Collateral, Right to Reclaim Securities 0wtm_Excesscollateralprovidedtocounterpartyinfinancialinstruments
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0wtm_Excesscollateralprovidedtocounterpartyinfinancialinstruments
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Counter-party collateral held by WMLife Re - Cash 0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
Net amount of exposure to counter-party $ 3.8wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember
$ 4.0wtm_NetExposureOnFairValueOfOverCounterDerivativeInstruments
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfScotlandMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
/ dei_LegalEntityAxis
= wtm_WhiteMountainsLifeReMember