Pandas: Groupby, Apply And Repeat
IIUC, just join them afterwards:
df_test.join(WMs, on=df_test.Class, rsuffix="_WMean")
Output:
Class X Y Z W X_WMean Y_WMean Z_WMean
0 A 0 0 0 1 1.0 1.0 1.0
1 A 1 1 1 1 1.0 1.0 1.0
2 A 2 2 2 1 1.0 1.0 1.0
3 B 3 3 3 2 4.0 4.0 4.0
4 B 4 4 4 2 4.0 4.0 4.0
5 B 5 5 5 2 4.0 4.0 4.0