Abbreviation for "Welcome To My World." Used to indicate that one is used to something happening to him. When used sarcastically, can indicate that one is sick of something bad happening often or again and agian.
Gambler: I just lost everything when I went all in. This sucks.
Unlucky Gambler: I know how it feels, man. WTMW.
Welcome To My World.
My boyfriend just broke up with me again. This sucks. wtmw.