Once the chase instinct takes over, they are oblivious to commands to return. More Whippets have been killed this way than probably any other way. And it's amazing how small a ball Whippets can curl themselves up into, as well. Whippets have little hair or body fat. Cold weather does affect them when they are not exercising, so owners often put a doggie sweater or coat on them for winter excursions.
Many Whippets even enjoy playing in the snow.
My two youngest can't play in it enough. Obviously, Whippets can't be kept as kennel or outside dogs. Even in warmer climates the rigors of concrete, dirt, insects, and fleas can devastate their sensitive skin. Due to their physical sensitivities and mild manner, they are not guard-dog material, either. However, most will bark to alert owners should someone come to the door.