The Wall is in a position more suited to being Antonines wall (albeit, again scaled up and made hugely more dramatic). Westeros could just be England (distorted a bit), for example the Isle of Man is in a bay in the same location as where the Iron Islands are. If you've ever thought that the map of Westeros from Game of Thrones looks familiar, it might be because it's basically the map of the UK and Ireland upside down. Yes, there is a Wall (as in Hadrian's Wall), but the rest. The Game of Thrones World is inspired by real (and mainly British) history and geography, but the map of Westeros defies easy comparison. When you look at larger maps including Essos, judging from the comparable geography to that of Europe I'd say Westeros is definitely a great power, but one of several.
This is only a comment, but I will say Westeros is very heavily inspired by medieval England so I'd imagine it could be comparable to England vs mainland Europe in the middle ages.
