As dsquared37 said, this comes back to the codeshare issue. If the flight number is something like 6xxx on the CO website, then it is a codeshare flight and then you have to worry about how that W fare maps back to UA. In theory this should not be an issue since the fares are supposed to have been aligned by now, but you never know for sure.

As one data point, I purchased a ticket last month from the UA website with a flight operated by CO but was a codeshare with UA (UA flight number 3xxx). It was a W fare on the UA codeshare, and when it got credited to to my CO account it came in as a W as well.