One of the best sites for wind history is Weather Underground.
http://www.wunderground.com
You can enter site and find history for wind by day, week or month and go back several years on an easy to read bar graph.
Most sites are the local airport, which may not be accurate for the beach.
i.e. the Cozumel wind recording at the airport is usually 5-10 mph slower that the beach.
Know before you go!
Tom
http://www.cozumeltom.com