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Derivatives (Forward Contract Collateral) (Details)
In Millions, unless otherwise specified
Mar. 31, 2015
USD ($)
Mar. 31, 2015
JPY (¥)
Dec. 31, 2014
USD ($)
Dec. 31, 2014
JPY (¥)
Mar. 31, 2015
Forward Contracts
USD ($)
Rating
Mar. 31, 2015
Forward Contracts
SEK
Dec. 31, 2014
Forward Contracts
USD ($)
Mar. 31, 2015
Interest Rate Cap
Rating
Mar. 31, 2015
Standard & Poor's, A Rating
Forward Contracts
Barclays
USD ($)
Dec. 31, 2014
Standard & Poor's, A Rating
Forward Contracts
Barclays
USD ($)
Mar. 31, 2015
Standard & Poor's, A Rating
Forward Contracts
Deutsche Bank
USD ($)
Dec. 31, 2014
Standard & Poor's, A Rating
Forward Contracts
Deutsche Bank
USD ($)
Mar. 31, 2015
Standard & Poor's, A Rating
Forward Contracts
Goldman Sachs
USD ($)
Dec. 31, 2014
Standard & Poor's, A Rating
Forward Contracts
Goldman Sachs
USD ($)
Mar. 31, 2015
Standard & Poor's, A plus
Forward Contracts
JP Morgan
USD ($)
Dec. 31, 2014
Standard & Poor's, A plus
Forward Contracts
JP Morgan
USD ($)
Mar. 31, 2015
Standard & Poor's, AA- Rating
Forward Contracts
HSBC
USD ($)
Dec. 31, 2014
Standard & Poor's, AA- Rating
Forward Contracts
HSBC
USD ($)
Mar. 31, 2015
Standard & Poor's, AA- Rating
Forward Contracts
Royal Bank of Canada
USD ($)
Dec. 31, 2014
Standard & Poor's, AA- Rating
Forward Contracts
Royal Bank of Canada
USD ($)
Derivative [Line Items]                                        
Notional amount $ 1,000.0invest_DerivativeNotionalAmount ¥ 117,800.0invest_DerivativeNotionalAmount $ 1,100.0invest_DerivativeNotionalAmount ¥ 134,200.0invest_DerivativeNotionalAmount $ 56.5invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
489.3invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
$ 33.1invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
  $ 6.3invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
= wtm_BarclaysMember
/ us-gaap_CreditRatingStandardPoorsAxis
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/ us-gaap_DerivativeInstrumentRiskAxis
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$ 2.1invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
= wtm_BarclaysMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 4.4invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
= wtm_DeutscheBankMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
$ 0invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
= wtm_DeutscheBankMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 10.9invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
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/ us-gaap_DerivativeInstrumentRiskAxis
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$ 8.7invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
= wtm_GoldmanSachsMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 7.3invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
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/ us-gaap_DerivativeInstrumentRiskAxis
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$ 5.7invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
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/ us-gaap_DerivativeInstrumentRiskAxis
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$ 21.7invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
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/ us-gaap_DerivativeInstrumentRiskAxis
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$ 11.2invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
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$ 5.9invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
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$ 5.4invest_DerivativeNotionalAmount
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAAMinusRatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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Carrying Value         $ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
  $ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
  $ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
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$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 0.1wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_CounterpartyNameAxis
= wtm_GoldmanSachsMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
$ (0.1)wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_CounterpartyNameAxis
= wtm_JPMorganChaseMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAAMinusRatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_CounterpartyNameAxis
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/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAAMinusRatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfCanadaMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAAMinusRatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForwardContractsMember
$ 0wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives
/ us-gaap_CounterpartyNameAxis
= wtm_RoyalBankOfCanadaMember
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAAMinusRatingMember
/ us-gaap_DerivativeInstrumentRiskAxis
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S and P Credit Ratings         23wtm_SAndPCreditRatings
/ us-gaap_DerivativeInstrumentRiskAxis
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23wtm_SAndPCreditRatings
/ us-gaap_DerivativeInstrumentRiskAxis
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  23wtm_SAndPCreditRatings
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