W UMa type binaries have two defining characteristics. These are (i) the effective temperatures of both components are very similar, and (ii) the secondary (currently less massive) component is overluminous for its current mass. We consider the latter to be an indication of its mass before the mass transfer event. For these stars, we define a mass difference (delta M) between the mass determined from its luminosity and the present mass determined from fitting the binary orbit. We compare the observed values of the mass difference to stellar models with mass-loss. The range of initial secondary masses that we find for observed W UMa type binaries is 1.3-2.6 M-circle dot. We discover that the A- and the W-subtype contact binaries have different ranges of initial secondary masses. Binary systems with an initial mass higher than 1.8 +/- 0.1 M-circle dot become A-subtype while systems with initial masses lower than this become W-subtype. Only 6 per cent of systems violate this behaviour. We also obtain the initial masses of the primaries using the following constraint for the reciprocal of the initial mass ratio: 0 < 1/q(i) < 1. The range of initial masses we find for the primaries is 0.2-1.5 M-circle dot, except for two systems. Finally in comparing our models to observed systems, we find evidence that the mass transfer process is not conservative. We find that only 34 per cent of the mass from the secondary is transferred to the primary. The remainder is lost from the system.