There is not a corresponding new report specifically identifying the WePay batch deposits. However, this information is a part of the transactions report under the Deposits Batch ID. Please keep in mind that the information you find in this column should correspond with the frequency of your WePay deposits (daily, weekly, or monthly).
From your Report Center, click Transactions
Hover over the bottom section (Data Table) and find the three-dot-menu in the upper right
Click Download Data
Select the second option in Results: As Displayed in the data table
In your downloaded report, sort by column Z: Batch ID report.