Here's some interesting info on whey protein I found in a article by Paul Chek. I can't
reproduce the entire article because it's from a paid site.

-To determine whether your favorite whey protein powder has been denatured (damaged) in processing, fill a glass (so you can see through it) with six ounces of room temperature water. Sprinkle one serving of the product on the surface of the water and let it sit for 30 minutes. Observe one of the following:
  1. If the powder remains on the surface, then you can consider your product non-denatured. This means it is not damaged and therefore, it will serve your body.
  2. If the color of the water turns murky and/or a residue is seen at the bottom of the glass, then you can consider your product highly denatured, and therefore, of little value.
It is also important to note that as a container of whey protein powder is opened and closed repeatedly, it becomes oxidized, progressively losing it’s original bioactivity. That being said, if you are going to purchase a custom whey protein product, you will be better off requesting multiple small portions to minimize exposure.