Wyman's childhood was not always serene. After 1891, her parents lived separately, with Julie taking Loraine and Florence to Paris to live, leaving Caroline with the father. In 1896 Walter Wyman obtained a divorce from his wife on grounds of adultery (he also charged her with addiction to alcohol). As part of the divorce proceedings Wyman successfully obtained custody of all three of his daughters, who joined him in Evanston. Following this there were two occasions in which the daughters fled from their father, attempting to join their mother. The "Chicago Tribune" later described how the mother and daughters made their final escape via New York (March 1897): they were "taken aboard of an outgoing French steamer by a launch which was in waiting in the North [i.e. Hudson river. Thus she eluded detectives employed by her husband."