It would also be fun to have the historical weather *forecasts* so that you can compare the forecasts with the eventually measured data.
Storing each weather forecast individually to a performance evaluation for "how good a forecast in 5 days is", would require a lot of storage. Some local weather models update every 6 hours.
But even with a continuous time-series, you can already tell how good or bad a forecast compared to measurements are. Assuming, your measurements are correct ;-)