This is a common misquotation. What Churchill actually said (in a speech to the House of Commons, in 1948) was "For my part, I consider that it will be found much better by all parties to leave the past to history, especially as I propose to write that history myself."
This is given on Wikiquote, which cites The Yale Book of Quotations (2006).
© Macclesfield Quiz League 2018