Popup Message on Exit of Web Page
But a few things you should consider while applying any strategy for exit popup.
1. Never place Adsense in the exit or any popup this is the violation of Google Adsense.
2. This script will come for every page, you need on exit from the domain this is not the solution.
Pinoy Pop Up on Exit is also a good alternate for WordPress blogs, but this plugin is not working after the WordPress 3.6 release. You may need to change the plugin source code before use.
There are lots of popup plugins for WordPress you can use in your blogs.