Short for withdrawal. After someone stops taking a substance habitually, they typically go through a period of withdrawal where the body learns to function without said substance, generally causing discomfort to some level or even death. Caffeine, antidepressants, illicit drugs and alcohol can all cause withdrawal symptoms when used habitually and after being abruptly quit.
"Ugh I'm switching from caffeine to tea in this mornings and I'm going through caffeine wd."
"Man if I don't find some dope I'm gonna wd."