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Derivative Financial Instruments (Textuals) (Details) In Millions, unless otherwise specified | 12 Months Ended |  | 12 Months Ended |  | 12 Months Ended
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Dec. 31, 2012 | Dec. 31, 2012 Forward Treasury Locks [Member] USD ($) agreement | Dec. 31, 2014 Forward-Start Interest Rate Swap [Member] USD ($) | Dec. 31, 2014 Interest Rate Swap, Series B Note [Member] USD ($) | Dec. 31, 2014 USD inventory purchase hedge [Member] USD ($) | Dec. 31, 2014 USD inventory purchase hedge [Member] EUR (€) | Dec. 31, 2014 Euro USD Fx Contract [Member] USD ($) | Dec. 31, 2014 YEN - USD inventory hedge [Member] USD ($) | Dec. 31, 2014 YEN - USD inventory hedge [Member] JPY (¥) | Dec. 31, 2014 Yen - Euro inventory hedge [Member] USD ($) | Dec. 31, 2014 Yen - Euro inventory hedge [Member] JPY (¥) | Dec. 31, 2014 Euro Note B [Member] USD ($) | Dec. 31, 2014 Euro Note B [Member] EUR (€) | Dec. 31, 2014 Euro Note B [Member] USD ($) | Dec. 31, 2014 Euro-Denominated Revolver [Member] USD ($) | Dec. 31, 2014 Euro-Denominated Revolver [Member] EUR (€) | Dec. 31, 2014 Debt Yen Denominated [Member] USD ($) | Dec. 31, 2014 Debt Yen Denominated [Member] JPY (¥) | Dec. 31, 2014 Commodity Call Options [Member] USD ($) MBbls | Dec. 31, 2013 Commodity Call Options [Member] USD ($)
Derivative [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Debt Instrument, Interest Rate Terms |  | 10-year Treasury rate |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Maximum Length of Time Hedged in Cash Flow Hedge | 30-60 day |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derivative, number of instruments held |  | 2 us-gaap_DerivativeNumberOfInstrumentsHeld / us-gaap_DerivativeByNatureAxis = us-gaap_TreasuryLockMember |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Notional amount |  | $ 160.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_TreasuryLockMember | $ 39.2 invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = wst_ForwardStartInterestRateSwapMember | $ 25.0 invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = wst_SwapSeriesBMember |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Debt Instrument, Description of Variable Rate Basis |  |  | one-month LIBOR | three-month LIBOR |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Settlement payment |  | 4.6 us-gaap_PaymentsForHedgeFinancingActivities / us-gaap_DerivativeByNatureAxis = us-gaap_TreasuryLockMember |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Maximum term (in years) |  |  | 5 years |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fixed interest rate |  |  | 5.41%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = wst_ForwardStartInterestRateSwapMember | 5.51%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = wst_SwapSeriesBMember |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign Currency Cash Flow Hedge Liability at Fair Value |  |  |  |  |  |  |  | 13.2 us-gaap_ForeignCurrencyCashFlowHedgeLiabilityAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YENUSDinventoryhedgeMember | 1,600.0 us-gaap_ForeignCurrencyCashFlowHedgeLiabilityAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YENUSDinventoryhedgeMember | 9.5 us-gaap_ForeignCurrencyCashFlowHedgeLiabilityAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YenEuroinventoryhedgeMember | 1,100.0 us-gaap_ForeignCurrencyCashFlowHedgeLiabilityAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YenEuroinventoryhedgeMember |  |  |  |  |  |  |  |  |
Foreign Currency Cash Flow Hedge Asset at Fair Value |  |  |  |  | 12.0 us-gaap_ForeignCurrencyCashFlowHedgeAssetAtFairValue / us-gaap_DerivativeByNatureAxis = wst_USDinventorypurchasehedgeMember | 9.8 us-gaap_ForeignCurrencyCashFlowHedgeAssetAtFairValue / us-gaap_DerivativeByNatureAxis = wst_USDinventorypurchasehedgeMember | 10.9 us-gaap_ForeignCurrencyCashFlowHedgeAssetAtFairValue / us-gaap_DerivativeByNatureAxis = wst_EuroUSDFxContractMember | 13.2 us-gaap_ForeignCurrencyCashFlowHedgeAssetAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YENUSDinventoryhedgeMember | 1,600.0 us-gaap_ForeignCurrencyCashFlowHedgeAssetAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YENUSDinventoryhedgeMember | 9.5 us-gaap_ForeignCurrencyCashFlowHedgeAssetAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YenEuroinventoryhedgeMember | 1,100.0 us-gaap_ForeignCurrencyCashFlowHedgeAssetAtFairValue / us-gaap_DerivativeByNatureAxis = wst_YenEuroinventoryhedgeMember |  |  |  |  |  |  |  |  |
Notional amount, nonderivative instruments |  |  |  |  |  |  |  |  |  |  |  | 74.3 us-gaap_NotionalAmountOfNonderivativeInstruments / us-gaap_DerivativeByNatureAxis = wst_EuroNoteBMember | 61.1 us-gaap_NotionalAmountOfNonderivativeInstruments / us-gaap_DerivativeByNatureAxis = wst_EuroNoteBMember |  | 25.5 us-gaap_NotionalAmountOfNonderivativeInstruments / us-gaap_DerivativeByNatureAxis = wst_EuroDenominatedRevolverMember | 21.0 us-gaap_NotionalAmountOfNonderivativeInstruments / us-gaap_DerivativeByNatureAxis = wst_EuroDenominatedRevolverMember | 4.2 us-gaap_NotionalAmountOfNonderivativeInstruments / us-gaap_DerivativeByNatureAxis = wst_DebtYenDenominatedMember | 500.0 us-gaap_NotionalAmountOfNonderivativeInstruments / us-gaap_DerivativeByNatureAxis = wst_DebtYenDenominatedMember |  |
Cumulative foreign currency translation gain |  |  |  |  |  |  |  |  |  |  |  |  |  | 7.5 wst_TranslationAdjustmentForNetInvestmentHedgePreTax / us-gaap_DerivativeByNatureAxis = us-gaap_DebtMember |  |  | 1.2 wst_TranslationAdjustmentForNetInvestmentHedgePreTax / us-gaap_DerivativeByNatureAxis = wst_DebtYenDenominatedMember |  |  |
Cumulative foreign currency translation gain, net of tax |  |  |  |  |  |  |  |  |  |  |  |  |  | 4.6 us-gaap_TranslationAdjustmentForNetInvestmentHedgeNetOfTax / us-gaap_DerivativeByNatureAxis = us-gaap_DebtMember |  |  | 0.8 us-gaap_TranslationAdjustmentForNetInvestmentHedgeNetOfTax / us-gaap_DerivativeByNatureAxis = wst_DebtYenDenominatedMember |  |  |
Purchased call options, barrels of crude oil (in barrels) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 134,700 invest_DerivativeNonmonetaryNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_OptionMember |
Premium paid to purchase call options |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.1 us-gaap_DerivativeCostOfHedge / us-gaap_DerivativeByNatureAxis = us-gaap_OptionMember |
Gain (loss) recorded in cost of goods and services sold, call options |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ (0.1)us-gaap_GainLossOnPriceRiskDerivativeInstrumentsNotDesignatedAsHedgingInstruments / us-gaap_DerivativeByNatureAxis = us-gaap_OptionMember | $ (0.1)us-gaap_GainLossOnPriceRiskDerivativeInstrumentsNotDesignatedAsHedgingInstruments / us-gaap_DerivativeByNatureAxis = us-gaap_OptionMember

X
- Definition Aggregate notional amount of derivative expressed in nonmonetary units. For example, the number of barrels specified in a fuel oil forward purchase contract. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR. + References No definition available. + Details
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- Definition Description of the interest rate as being fixed or variable, and, if variable, identification of the index or rate on which the interest rate is based and the number of points or percentage added to that index or rate to set the rate, and other pertinent information, such as frequency of rate resets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 22 -Article 5 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.22(a)(1)) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 + Details
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- Definition The premium (cost) of a hedge, expensed during the period. + References No definition available. + Details
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- Definition Description of the hedged item related to the derivative. Includes the type of instrument hedged, contract amount, term, and so forth. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5579240-113959 + Details
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- Definition Fixed interest rate related to the interest rate derivative. + References No definition available. + Details
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- Details
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- Definition The number of derivative instruments of a particular group held by the entity. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5579245-113959 + Details
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- Definition Fair value as of the balance sheet date of all foreign currency derivative assets designated as cash flow hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624163-113959 + Details
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- Definition Fair value as of the balance sheet date of all foreign currency derivative liabilities designated as cash flow hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624163-113959 + Details
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- Definition Amount of gain (loss) recognized in earnings in the period from the increase (decrease) in fair value of price risk derivatives not designated as hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (e) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624171-113959 + Details
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- Definition Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + Details
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- Definition Nominal or face amount used to calculate payments on a nonderivative instrument. + References No definition available. + Details
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- Definition The cash outflow for a financial contract that meets the hedge criteria as either cash flow hedge, fair value hedge or hedge of net investment in foreign operations. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 27 -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3581-108585 + Details
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- Definition Cumulative adjustment resulting from gains and losses on foreign currency derivatives that are designated as, and are effective as, hedges of a net investment in a foreign entity, commencing as of the designation date. Adjustment reported in equity as part of accumulated other comprehensive income. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 830 -SubTopic 30 -Section 45 -Paragraph 20 -Subparagraph (b),(c) -URI http://asc.fasb.org/extlink&oid=6915805&loc=d3e32211-110900 + Details
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- Definition Pre-tax cumulative adjustment resulting from gains and losses on foreign currency derivatives that are designated as, and are effective as, hedges of a net investment in a foreign entity, commencing as of the designation date. Adjustment reported in equity as part of accumulated other comprehensive income. + References No definition available. + Details
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